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.

AuthorP. Lafaye de Micheaux
Date of publication2016-09-20 01:20:38
MaintainerP. Lafaye de Micheaux <lafaye@dms.umontreal.ca>
LicenseGPL (>= 2)
Version1.4.2

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Files

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

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