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

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

Version: 0.2.1
Depends: R (≥ 3.3.0)
Published: 2016-07-27
Author: Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]
Maintainer: Timothy Schwinghamer <schwinghamer at>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: sEparaTe results


Reference manual: sEparaTe.pdf
Package source: sEparaTe_0.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel: not available
OS X Mavericks binaries: r-release: sEparaTe_0.2.1.tgz, r-oldrel: not available
Old sources: sEparaTe archive


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