Package: regstat
Title: An Exact Test for a Change in Covariance (Dependence) Structure
Version: 0.1.0
Authors@R: person("M. Theodor", "Loots", role = c("aut", "cre"),
                  email = "theo.loots@gmail.com",
                  comment = c(ORCID = "0000-0001-7722-3913"))
Description: An exact finite-sample test for whether two groups share a
        covariance matrix, the omnibus form of the differential-network
        question. Under the Gaussian null the likelihood-ratio
        statistic has a distribution given by the real Jacobi ensemble
        that is free of the unknown common covariance, so a single
        Monte-Carlo calibration at the identity serves every covariance
        with no estimate of the nuisance covariance; this is the
        property that survives the dimension barrier, where estimating
        the covariance is hardest. The max-type high-dimensional test
        of Cai, Liu and Xia (2013) <doi:10.1080/01621459.2012.758041>
        is provided for comparison. A pure-C back-end does the numerics
        and also backs the 'Python' package 'regstat'.
URL: https://github.com/mtloots/regstat
BugReports: https://github.com/mtloots/regstat/issues
License: GPL-3
Encoding: UTF-8
Imports: stats
NeedsCompilation: yes
Config/roxygen2/version: 8.0.0
Config/testthat/edition: 3
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Repository: https://mtloots.r-universe.dev
Date/Publication: 2026-09-14 14:05:09 UTC
RemoteUrl: https://github.com/mtloots/regstat
RemoteRef: HEAD
RemoteSha: d50ad55ca4eedcb6cda5e2148129212e2a63ee92
RemoteSubdir: regstat
Packaged: 2026-09-25 14:33:13 UTC; root
Author: M. Theodor Loots [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-7722-3913>)
Maintainer: M. Theodor Loots <theo.loots@gmail.com>