a1_pk()
is an internal function to calculate \(a_{p,k}\)
(\(a_{r,l}\) in Hillier et al. 2014; eq. 24), which is used in the
calculation of the moment of such a ratio of quadratic forms in normal
variables where the denominator matrix is identity.
a1_pk(L, mu = rep.int(0, n), m = 10L)
Eigenvalues of the argument matrix; vector of \(\lambda_i\)
Mean vector \(\bm{\mu}\) for \(\mathbf{x}\)
Scalar to specify the desired order
This function implements the super-short recursion described in Hillier et al. (2014 eqs. 31--32). Note that \(w_{r,i}\) there should be understood as \(w_{r,l,i}\) with the index \(l\) fixed for each \(a_{r,l}\).
qfrm_ApIq_int()
, in which this function is used
(for noncentral cases only)