sEparaTe (0.2.1)

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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.

Maintainer: Timothy Schwinghamer
Author(s): Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]

License: MIT + file LICENSE

Uses: Does not use any package

Released about 1 year ago.

3 previous versions



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