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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>.

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0.3.2 rolling linux/jammy R-4.5 sEparaTe_0.3.2.tar.gz 66.1 KiB
0.3.2 rolling linux/noble R-4.5 sEparaTe_0.3.2.tar.gz 66.1 KiB
0.3.2 rolling source/ R- sEparaTe_0.3.2.tar.gz 12.6 KiB
0.3.2 latest linux/jammy R-4.5 sEparaTe_0.3.2.tar.gz 66.1 KiB
0.3.2 latest linux/noble R-4.5 sEparaTe_0.3.2.tar.gz 66.1 KiB
0.3.2 latest source/ R- sEparaTe_0.3.2.tar.gz 12.6 KiB
0.3.2 2026-04-26 source/ R- sEparaTe_0.3.2.tar.gz 12.6 KiB
0.3.2 2026-04-23 source/ R- sEparaTe_0.3.2.tar.gz 12.6 KiB
0.3.2 2026-04-09 windows/windows R-4.5 sEparaTe_0.3.2.zip 69.5 KiB
0.3.2 2025-04-20 source/ R- sEparaTe_0.3.2.tar.gz 12.6 KiB