momentchi2: Moment-Matching Methods for Weighted Sums of Chi-Squared Random Variables
Version 0.1.5

A collection of moment-matching methods for computing the cumulative distribution function of a positively-weighted sum of chi-squared random variables. Methods include the Satterthwaite-Welch method, Hall-Buckley-Eagleson method, Wood's F method, and the Lindsay-Pilla-Basak method.

Browse man pages Browse package API and functions Browse package files

AuthorDean Bodenham
Date of publication2016-09-26 13:27:37
MaintainerDean Bodenham <deanbodenhambsse@gmail.com>
LicenseGPL-2 | GPL-3
Version0.1.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("momentchi2")

Man pages

hbe: Hall-Buckley-Eagleson method
lpb4: Lindsay-Pilla-Basak method
momentchi2: momentchi2: A package containing a collection of...
sw: Satterthwaite-Welch method
wf: Wood's F method

Functions

checkCoeffsArePositiveError Source code
checkXvaluesArePositiveError Source code
compute_composite_pgamma Source code
deltaNmat_applied Source code
det_deltamat_n Source code
generate_and_solve_VDM_system Source code
generate_van_der_monde Source code
getCoeffError Source code
getXvaluesError Source code
get_Stilde_polynomial_coefficients Source code
get_VDM_b_vec Source code
get_base_vector Source code
get_cumulant_vec_vectorised Source code
get_index_element Source code
get_ith_coeff_of_Stilde_poly Source code
get_lambdatilde_1 Source code
get_lambdatilde_p Source code
get_mixed_p_val_vec Source code
get_moments_from_cumulants Source code
get_partial_products Source code
get_weighted_sum_of_chi_squared_moments Source code
hbe Man page Source code
lpb4 Man page Source code
momentchi2 Man page
momentchi2-package Man page
sum_of_powers Source code
sw Man page Source code
update_moment_from_lower_moments_and_cumulants Source code
wf Man page Source code

Files

NAMESPACE
R
R/utils.R
R/sw.R
R/hbe.R
R/lpb4.R
R/wf.R
R/momentchi2.R
R/imports.R
MD5
README
DESCRIPTION
man
man/hbe.Rd
man/lpb4.Rd
man/sw.Rd
man/momentchi2.Rd
man/wf.Rd
momentchi2 documentation built on May 20, 2017, 2:48 a.m.