Statistical Tests for Covariance and Correlation Matrices and their Structures R package CovCorTest version 1.1.0 A compilation of tests for hypotheses regarding covariance and correlation matrices for one or more groups. The hypothesis can be specified through a corresponding hypothesis matrix and a vector or by choosing one of the basic hypotheses, while for the structure test, only the latter works. Thereby Monte-Carlo and Bootstrap-techniques are used, and the respective method must be chosen, and the functions provide p-values and mostly also estimators of calculated covariance matrices of test statistics. For more details on the methodology, see Sattler et al. (2022) <doi:10.1016/j.jspi.2021.12.001>, Sattler and Pauly (2024) <doi:10.1007/s11749-023-00906-6>, and Sattler and Dobler (2025) <doi:10.48550/arXiv.2310.11799>. Software Imports: MANOVA.RM, matrixcalc Suggests: testthat (>= 3.0.0) Svenja Jedhoff <jedhoff@statistik.tu-dortmund.de> Comprehensive R Archive Network (CRAN) Paavo Sattler [aut] (ORCID: <https://orcid.org/0000-0001-8731-0893>), Svenja Jedhoff [cre, aut] (ORCID: <https://orcid.org/0009-0008-2939-9103>), Markus Pauly [ctb] (ORCID: <https://orcid.org/0000-0002-0976-7190>), Arne C Bathke [ctb] (ORCID: <https://orcid.org/0000-0002-6260-3726>), Dennis Dobler [ctb] (ORCID: <https://orcid.org/0000-0002-9040-0854>) GPL (>= 3) 2025-10-17 application/tgz https://CRAN.R-project.org/package=CovCorTest doi:10.32614/CRAN.package.CovCorTest