CompQuadForm: Distribution Function of Quadratic Forms in Normal Variables

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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.

Author
P. Lafaye de Micheaux
Date of publication
2016-09-20 01:20:38
Maintainer
P. Lafaye de Micheaux <lafaye@dms.umontreal.ca>
License
GPL (>= 2)
Version
1.4.2

View on CRAN

Man pages

davies
Davies method
farebrother
Ruben/Farebrother method
imhof
Imhof method.
liu
Liu's method

Files in this package

CompQuadForm
CompQuadForm/TODO
CompQuadForm/inst
CompQuadForm/inst/CITATION
CompQuadForm/inst/HISTORY
CompQuadForm/src
CompQuadForm/src/ruben.cpp
CompQuadForm/src/imhof.cpp
CompQuadForm/src/qfc.cpp
CompQuadForm/NAMESPACE
CompQuadForm/R
CompQuadForm/R/farebrother.R
CompQuadForm/R/imhof.R
CompQuadForm/R/davies.R
CompQuadForm/R/liu.R
CompQuadForm/R/zzz.R
CompQuadForm/MD5
CompQuadForm/DESCRIPTION
CompQuadForm/man
CompQuadForm/man/liu.Rd
CompQuadForm/man/farebrother.Rd
CompQuadForm/man/davies.Rd
CompQuadForm/man/imhof.Rd