Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures R package sEparaTe version 0.3.2 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>. Software Depends: R (>= 4.3.0) Timothy Schwinghamer <timothy.schwinghamer@AGR.GC.CA> Comprehensive R Archive Network (CRAN) Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph] MIT + file LICENSE (https://CRAN.R-project.org/package=sEparaTe/LICENSE) 2023-08-18 application/tgz https://CRAN.R-project.org/package=sEparaTe doi:10.32614/CRAN.package.sEparaTe