Add converted high dimensional covariance testing (#546)

Added initial attempts for converted two sample test functions for
covariance matrices, along with tests and a data file to compare
original outputs with

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## Summary by CodeRabbit


- **New Features**
- Introduced advanced hypothesis testing and statistical analysis tools,
including two-sample tests, eigenvalue computations, and kernel-based
calculations.
- Added functions for various statistical tests (CLX2013, SY2010,
HC2018) and adaptive step-up procedures for multiple hypothesis testing.
- Enhanced capabilities for rigorous statistical analyses across diverse
scenarios.

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