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 |
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