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

Package details

AuthorP. Lafaye de Micheaux
MaintainerP. Lafaye de Micheaux <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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CompQuadForm documentation built on May 1, 2019, 7:57 p.m.