Package: sEparaTe
Title: Maximum Likelihood Estimation and Likelihood Ratio Test
        Functions for Separable Variance-Covariance Structures
Version: 0.3.2
Authors@R: c(person("Ameur", "Manceur",
    role = "aut"),
    person("Timothy", "Schwinghamer", email = "timothy.schwinghamer@AGR.GC.CA",
    role = c("aut", "cre")),
    person("Pierre", "Dutilleul", email = "pierre.dutilleul@mcgill.ca",
    role = c("aut", "cph")))
Maintainer: Timothy Schwinghamer <timothy.schwinghamer@AGR.GC.CA>
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>.
Depends: R (>= 4.3.0)
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.0
NeedsCompilation: no
Packaged: 2026-10-04 10:51:44 UTC; root
Author: Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre
        Dutilleul [aut, cph]
Repository: https://cran.r-universe.dev
Date/Publication: 2023-08-18 08:31:07 UTC
RemoteUrl: https://github.com/cran/sEparaTe
RemoteRef: HEAD
RemoteSha: 002ab63c3fc8b48c5d8ece2b3b282cc8d1a1eb5b