Covariance Matrix Tests (covTestR)
Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) <doi:10.1016/j.jmva.2010.07.004>. Covariance matrix tests use C++ to speed performance and allow larger data sets.

Variable Width Bar Charts: Bar Mekko (mekko)
Create variable width bar charts i.e. ‘bar mekko’ charts to include important quantitative context. Closely related to mosaic, spine (or spinogram), matrix, submarine, olympic, Mondrian or product plots and tree maps.

Simulate from Arbitrary Copulae (SimCop)
Provides a framework to generating random variates from arbitrary multivariate copulae, while concentrating on (bivariate) extreme value copulae. Particularly useful if the multivariate copulae are not available in closed form.

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