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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/j.cam.2012.09.017>, 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 |
| 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: sEparaTe_0.3.2.zip, r-release: sEparaTe_0.3.2.zip, r-oldrel: sEparaTe_0.3.2.zip |
| 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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