CompQuadForm (version 1.4.3)

Distribution Function of Quadratic Forms in Normal Variables

Description

Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.

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Install

install.packages('CompQuadForm')

Monthly Downloads

24,272

Version

1.4.3

License

GPL (>= 2)

Maintainer

P. de Micheaux

Last Published

April 12th, 2017

Functions in CompQuadForm (1.4.3)

Ruben/Farebrother method