CompQuadForm: Distribution Function of Quadratic Forms in Normal Variables
Version 1.4.3

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
Date of publication2017-04-12 14:28:23 UTC
MaintainerP. Lafaye de Micheaux <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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CompQuadForm documentation built on May 29, 2017, 10:41 a.m.