ldan

<p>A list of symmetric positive definite matrices. These
are the component covariance matrices.</p>

<p><code>ldan</code> calculates the log-likelihood of the array normal
model, minus a constant.</p>

A collection of functions for Kronecker structured covariance
estimation and testing under the array normal model. For estimation,
maximum likelihood and Bayesian equivariant estimation procedures are
implemented. For testing, a likelihood ratio testing procedure is
available. This package also contains additional functions for manipulating
and decomposing tensor data sets. This work was partially supported by NSF
grant DMS-1505136. Details of the methods are described in
Gerard and Hoff (2015) <doi:10.1016/j.jmva.2015.01.020> and
Gerard and Hoff (2016) <doi:10.1016/j.laa.2016.04.033>.

David Gerard

tensr

ldan: Log-likelihood of array normal model.

Description

Usage

Arguments