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quad (version 1.0)

Exact permutation moments of quadratic form statistics

Description

This package gives you the exact first four permutation moments for the most commonly used quadratic form statistics, which need not be positive definite. The extension of this work to quadratic forms greatly expands the utility of density approximations for these problems, including for high-dimensional applications, where the statistics must be extreme in order to exceed stringent testing thresholds. Approximate p-values are obtained by matching the exact moments to the Pearson family of distributions using the PearsonDS package.

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Version

Install

install.packages('quad')

Monthly Downloads

9

Version

1.0

License

GPL (>= 2)

Maintainer

Yi-Hui Zhou

Last Published

July 15th, 2014

Functions in quad (1.0)

mycoef

Global variables for several main functions.
quadp

This function provides you the pvalue based on the Pearson Family distribution.
quad-package

This package gives the exact the first four moments of any quadratic form and its corresponding pvlaues.
lincombfun

linear combination function
momentfun

Generate the first four exact permutation moments of quadratic form statistics.
sumfun

Get Sum