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

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.

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

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.