CRAN/E | sEparaTe

sEparaTe

Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures

Installation

About

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.

Key Metrics

Version 0.3.2
R ≥ 4.3.0
Published 2023-08-18 416 days ago
Needs compilation? no
License MIT
License File
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Maintainer

Maintainer

Timothy Schwinghamer

Authors

Ameur Manceur

aut

Timothy Schwinghamer

aut / cre

Pierre Dutilleul

aut / cph

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sEparaTe archive

Depends

R ≥ 4.3.0