R/farebrother.R

In CompQuadForm: Distribution Function of Quadratic Forms in Normal Variables

farebrother <- function(q, lambda, h = rep(1, length(lambda)), delta = rep(0, length(lambda)), maxit = 100000, eps = 10^(-10), mode = 1) {


  r <- length(lambda)
  if (any(delta < 0)) stop("All non centrality parameters in 'delta' should be positive!") 
  if (length(h) != r) stop("lambda and h should have the same length!")
  if (length(delta) != r) stop("lambda and delta should have the same length!")

#  mode <- 1 # ??

  dnsty <- 0.0
  ifault <- 0
  res <- 0 
  

  out <- .C("ruben", lambda = as.double(lambda), h = as.integer(h), delta = as.double(delta), r = as.integer(r), q = as.double(q), mode = as.double(mode), maxit = as.integer(maxit), eps = as.double(eps), dnsty = as.double(dnsty), ifault = as.integer(ifault), res = as.double(res), PACKAGE = "CompQuadForm")

  return(list(dnsty = out$dnsty, ifault = out$ifault, Qq = 1.0 - out$res))

}