momentchi2: momentchi2: A package containing a collection of...
In momentchi2: Moment-Matching Methods for Weighted Sums of Chi-Squared Random Variables
Description
The momentchi2 package provides implementations of moment-matching (equivalently, cumulant-matching)
methods for computing the cumulative distribution function (cdf) of a positively-weighted sum of chi-squared random variables.
Details
Methods implemented include the Satterthwaite-Welch (SW), Hall-Buckley-Eagleson (HBE), Wood F (WF) and
Lindsay-Pilla-Basak (LPB4) methods. Note that the chi-squared random variables are assumed to have degree 1.
See Also
Those interested in weighted sums of chi-squared random variables are encouraged to also have a look at the excellent CompQuadForm R package, which provides implementations of several iterative methods for computing the cdf of a weighted sum of (potentially noncentral) chi-squared random variables.
momentchi2 documentation built on May 2, 2019, 2:02 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description
The momentchi2 package provides implementations of moment-matching (equivalently, cumulant-matching)
methods for computing the cumulative distribution function (cdf) of a positively-weighted sum of chi-squared random variables.
Details
Methods implemented include the Satterthwaite-Welch (SW), Hall-Buckley-Eagleson (HBE), Wood F (WF) and Lindsay-Pilla-Basak (LPB4) methods. Note that the chi-squared random variables are assumed to have degree 1.
See Also
Those interested in weighted sums of chi-squared random variables are encouraged to also have a look at the excellent CompQuadForm R package, which provides implementations of several iterative methods for computing the cdf of a weighted sum of (potentially noncentral) chi-squared random variables.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.