Software for maximum likelihood estimation of multivariate linear models with covariance matrices with Kronecker structure, either on the correlation scale or the covariance scale. The considered structure of the covariance matrix, Sigma, is: Sigma = C k(A, B) C, where C is a diagonal matrix with positive entries and k(A, B) means the Kronecker product of A and B.
Karl Oskar Ekvall (k.o.ekvall at gmail dot com)
This project is licensed under the MIT License.
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