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:Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]

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)

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

4 exports 0.00 score 0 dependencies 5 scripts 399 downloads

Last updated 1 years agofrom:002ab63c3f. Checks:OK: 2. Indexed: yes.

Exports:lrt2d_svclrt3d_svcmle2d_svcmle3d_svc

Dependencies: