An Exact Test for a Change in Covariance (Dependence) Structure

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Documentation for package ‘regstat’ version 0.1.0

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

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clx_stat	Cai-Liu-Xia max-type covariance statistic (C back-end)
clx_test	Max-type two-sample covariance test with the extreme-value calibration
cov_logdiff	Log-domain differential network (C back-end)
cov_M	Box's M statistic for equality of two covariance matrices (C back-end)
cov_null	Draws from the covariance-free null of M (C back-end)
cov_pdet	Exact null of the determinant functional, and exact power against proportional alternatives
cov_pexact	Exact right-tail probability of Box's M (C back-end)
cov_powdet	Exact null of the determinant functional, and exact power against proportional alternatives
cov_test	Exact test for a change in covariance structure
diffnet_test	Two-sample test for a change in dependence structure via the log-domain contrast