Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures


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Documentation for package ‘sEparaTe’ version 0.3.2

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data2d Two dimensional data set
data3d Three dimensional data set
lrt2d_svc Unbiased modified likelihood ratio test for simple separability of a variance-covariance matrix.
lrt3d_svc An unbiased modified likelihood ratio test for double separability of a variance-covariance structure.
mle2d_svc Maximum likelihood estimation of the parameters of a matrix normal distribution
mle3d_svc Maximum likelihood estimation of the parameters of a 3rd-order tensor normal distribution
sEparaTe MLE and LRT functions for separable variance-covariance structures