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.


Reference manual

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0.3.0 by Timothy Schwinghamer, 7 months ago

Browse source code at

Authors: Ameur Manceur [aut] , Timothy Schwinghamer [aut, cre] , Pierre Dutilleul [aut, cph]

Documentation:   PDF Manual  

MIT + file LICENSE license

Suggests knitr, rmarkdown

See at CRAN