sEparaTe: Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures

Maximum likelihood estimation of the parameters of matrix and 3rd-order tensor normal distributions with unstructured factor variance covariance matrices, two procedures, and for unbiased modified likelihood ratio testing of simple and double separability for variance-covariance structures, two procedures.

Version: 0.3.0
Depends: R (≥ 3.1.0)
Suggests: knitr, rmarkdown
Published: 2021-06-27
Author: Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]
Maintainer: Timothy Schwinghamer <timothy.schwinghamer at AGR.GC.CA>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: sEparaTe results


Reference manual: sEparaTe.pdf


Package source: sEparaTe_0.3.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sEparaTe_0.3.0.tgz, r-oldrel (arm64): sEparaTe_0.3.0.tgz, r-release (x86_64): sEparaTe_0.3.0.tgz, r-oldrel (x86_64): sEparaTe_0.3.0.tgz
Old sources: sEparaTe archive


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