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.

Install the latest version of this package by entering the following in R:
install.packages("CompQuadForm")
AuthorP. Lafaye de Micheaux
Date of publication2017-04-12 14:28:23 UTC
MaintainerP. Lafaye de Micheaux <lafaye@unsw.edu.au>
LicenseGPL (>= 2)
Version1.4.3

View on CRAN

Files

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

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