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.

Getting started

Package details

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

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momentchi2 documentation built on May 2, 2019, 2:02 p.m.