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 <[email protected]>
LicenseGPL (>= 2)
Version1.4.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CompQuadForm")

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CompQuadForm documentation built on May 29, 2017, 10:41 a.m.