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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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Version History

8 tracked
new 0.3.2 Mar 10, 2026
updated 0.3.2 ← 0.3.1 diff Aug 17, 2023
updated 0.3.1 ← 0.3.0 diff Aug 13, 2023
updated 0.3.0 ← 0.2.1 diff Jun 26, 2021
updated 0.2.1 ← 0.1.2 diff Jul 26, 2016
updated 0.1.2 ← 0.1.1 diff Jul 23, 2016
updated 0.1.1 ← 0.1.0 diff Jun 14, 2016
new 0.1.0 Jun 7, 2016