R/momentchi2.R

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

#' momentchi2: A package containing a collection of moment-matching methods for computing the cdf of a weighted sum of chi-squared random variables 
#'
#' The \code{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.
#'
#' 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.
#'
#' @seealso Those interested in weighted sums of chi-squared random variables are encouraged to also have a look at the excellent \code{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.
#'
#' @docType package
#' @name momentchi2
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