Package: sEparaTe
Title: Maximum Likelihood Estimation and Likelihood Ratio Test
        Functions for Separable Variance-Covariance Structures
Version: 0.2.1
Authors@R: c(
    person("Ameur", "Manceur", role = "aut",
    email = "ameur.manceur@mail.mcgill.ca"),
    person("Timothy", "Schwinghamer", role = c("aut", "cre"),
    email = "schwinghamer@hotmail.com"),
    person("Pierre", "Dutilleul", role = c("aut", "cph"),
    email = "pierre.dutilleul@mcgill.ca", ))
Maintainer: Timothy Schwinghamer <schwinghamer@hotmail.com>
Description: It combines maximum likelihood estimation of the parameters
    of matrix and 3rd-order tensor normal distributions with unstructured
    factor variance-covariance matrices, two procedures, and unbiased
    modified likelihood ratio testing of simple and double separability
    for variance-covariance structures, two procedures.
Depends: R (>= 3.3.0)
License: MIT + file LICENSE
LazyData: true
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-07-26 19:41:07 UTC; Timothy Schwinghamer
Author: Ameur Manceur [aut],
  Timothy Schwinghamer [aut, cre],
  Pierre Dutilleul [aut, cph]
Repository: CRAN
Date/Publication: 2016-07-27 23:21:43
