lrt_stat

Calulate the likelihood ratio test statistic for Kronecker structured
covariance models.

likelihood

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

Covariance Inference and Decompositions for Tensor Datasets

Peter Hoff

lrt_stat function

<dl><dt>sig_null</dt>
<dd>A numeric. The MLE of the total variation parameter under the
null (the standard deviation version).</dd>
<dt>sig_alt</dt>
<dd>A numeric. The MLE of the total variation parameter under the
alternative (the standard deviation version).</dd>
<dt>p</dt>
<dd>A vector of integers. The dimension of the array.</dd></dl>

Arguments

Author

Calculate the likelihood ratio test statistic. — lrt_stat

<dl>

<dt>sig_null</dt>
<dd>A numeric. The MLE of the total variation parameter under the
null (the standard deviation version).</dd>


<dt>sig_alt</dt>
<dd>A numeric. The MLE of the total variation parameter under the
alternative (the standard deviation version).</dd>


<dt>p</dt>
<dd>A vector of integers. The dimension of the array.</dd>

</dl>

lrt_stat: Calculate the likelihood ratio test statistic.

Description

Usage

Value

Arguments

Author

Details

References

See Also