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/>, 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


Reference manual: sEparaTe.pdf


Package source: sEparaTe_0.3.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sEparaTe_0.3.2.tgz, r-oldrel (arm64): sEparaTe_0.3.2.tgz, r-release (x86_64): sEparaTe_0.3.2.tgz, r-oldrel (x86_64): sEparaTe_0.3.2.tgz
Old sources: sEparaTe archive


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