Package: sEparaTe
Title: Maximum Likelihood Estimation and Likelihood Ratio Test
        Functions for Separable Variance-Covariance Structures
Version: 0.1.0
Authors@R: c(
    person("Ameur", "Manceur", email = "ameur.manceur@mail.mcgill.ca", role = "aut"),
    person("Timothy", "Schwinghamer", email = "schwinghamer@hotmail.com", role = "cre"),
    person("Pierre", "Dutilleul", email = "pierre.dutilleul@mcgill.ca", role = "aut")
    )
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
Suggests: knitr, rmarkdown
NeedsCompilation: no
Packaged: 2016-06-07 18:13:37 UTC; Timothy Schwinghamer
Author: Ameur Manceur [aut],
  Timothy Schwinghamer [cre],
  Pierre Dutilleul [aut]
Repository: CRAN
Date/Publication: 2016-06-08 00:59:40
