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CompQuadForm: Distribution Function of Quadratic Forms in Normal Variables
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.
Getting started
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Package details |
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| Author | P. Lafaye de Micheaux |
| Maintainer | P. Lafaye de Micheaux <lafaye@unsw.edu.au> |
| License | GPL (>= 2) |
| Version | 1.4.3 |
| Package repository | View on CRAN |
| Installation |
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