Package: sEparaTe 0.3.2
Timothy Schwinghamer
sEparaTe: Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
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>.
Authors:
sEparaTe_0.3.2.tar.gz
sEparaTe_0.3.2.tar.gz(r-4.5-noble)sEparaTe_0.3.2.tar.gz(r-4.4-noble)
sEparaTe_0.3.2.tgz(r-4.4-emscripten)sEparaTe_0.3.2.tgz(r-4.3-emscripten)
sEparaTe.pdf |sEparaTe.html✨
sEparaTe/json (API)
| # Install 'sEparaTe' in R: |
| install.packages('sEparaTe', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:002ab63c3f. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 01 2024 |
| R-4.5-linux | OK | Dec 01 2024 |
Exports:lrt2d_svclrt3d_svcmle2d_svcmle3d_svc
Dependencies:
