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: 2023-08-17 20:13:09 UTC; SchwinghamerT
Author: Ameur Manceur [aut],
  Timothy Schwinghamer [aut, cre],
  Pierre Dutilleul [aut, cph]
Repository: CRAN
Date/Publication: 2023-08-18 07:50:02 UTC
Built: R 4.6.0; ; 2026-04-25 22:15:58 UTC; unix
