Package: sEparaTe
Title: Maximum Likelihood Estimation and Likelihood Ratio Test
        Functions for Separable Variance-Covariance Structures
Version: 0.3.0
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.
Depends: R (>= 3.1.0)
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown
NeedsCompilation: no
Packaged: 2021-06-26 20:45:17 UTC; SchwinghamerT
Author: Ameur Manceur [aut],
  Timothy Schwinghamer [aut, cre],
  Pierre Dutilleul [aut, cph]
Repository: CRAN
Date/Publication: 2021-06-27 07:40:02 UTC
Built: R 4.0.2; ; 2021-06-28 10:27:37 UTC; unix
