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 hotmail.com> |
| 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: sEparaTe_0.2.1.zip, r-release: sEparaTe_0.2.1.zip, 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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