sEparaTe
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
v0.3.2
·
Aug 18, 2023
·
MIT + file LICENSE
Description
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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0.3.2
Mar 10, 2026