sEparaTe

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.

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