p-value of the sum of dependent chi-squared using the Satterthwaite approximation for the degrees of freedom.
satterApproxP(qs, covmat, kappa)a numeric in [0,1], the p-value of the sum
M numeric values (observed chi-squared values)
M by M covariance matrix of qs
degrees of freedom of qs
Chris Salahub
Computes the p-value of an observed vector of chi-squared variables using the Satterthwaite approximation. This approximates the sum of dependent chi-squared variables with a scaled chi-squared distribution with degrees of freedom chosen to match the first two moments of the dependent sum.