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Docovt  

Distributed Online Covariance Matrix Tests
View on CRAN: Click here


Download and install Docovt package within the R console
Install from CRAN:
install.packages("Docovt")

Install from Github:
library("remotes")
install_github("cran/Docovt")

Install by package version:
library("remotes")
install_version("Docovt", "0.1")



Attach the package and use:
library("Docovt")
Maintained by
Guangbao Guo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-02-27
Latest Update: 2025-02-27
Description:
Distributed Online Covariance Matrix Tests is a powerful tool designed to efficiently process and analyze distributed datasets. It enables users to perform covariance matrix tests in an online, distributed manner, making it highly suitable for large-scale data analysis. By leveraging advanced computational techniques, 'Docovt' ensures robust and scalable solutions for statistical analysis, particularly in scenarios where data is dispersed across multiple nodes or sources. This package is ideal for researchers and practitioners working with high-dimensional data, providing a flexible and efficient framework for covariance matrix estimation and hypothesis testing. The philosophy of 'Docovt' is described in Guo G.(2025) <doi:10.1016/j.physa.2024.130308>.
How to cite:
Guangbao Guo (2025). Docovt: Distributed Online Covariance Matrix Tests. R package version 0.1, https://cran.r-project.org/web/packages/Docovt. Accessed 24 Mar. 2025.
Previous versions and publish date:
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Complete documentation for Docovt
Functions, R codes and Examples using the Docovt R package
Full Docovt package functions and examples
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