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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.
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Package details |
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| Author | Pierre Lafaye De Micheaux [aut, cre], Pierre Duchesne [aut], Robert B. Davies [aut], R. W. Farebrother [aut], J. Sheil [aut], I. O Muircheartaigh [aut] |
| Maintainer | Pierre Lafaye De Micheaux <lafaye@unsw.edu.au> |
| License | GPL (>= 2) |
| Version | 1.4.4 |
| Package repository | View on CRAN |
| Installation |
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