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.


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install.packages("sEparaTe")

0.3.0 by Timothy Schwinghamer, 3 months ago


Browse source code at https://github.com/cran/sEparaTe


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