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. References:
Dutilleul P. (1999) <doi:10.1080/00949659908811970>,
Manceur AM, Dutilleul P. (2013)
<doi:10.1016/j.cam.2012.09.017>, and Manceur AM, Dutilleul
P. (2013) <doi:10.1016/j.spl.2012.10.020>.
| Version: |
0.3.2 |
| Depends: |
R (≥ 4.3.0) |
| Published: |
2023-08-18 |
| DOI: |
10.32614/CRAN.package.sEparaTe |
| 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 |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=sEparaTe
to link to this page.