quad: Exact permutation moments of quadratic form statistics

This package gives you the exact first four permutation moments for the most commonly used quadratic form statistics, which need not be positive definite. The extension of this work to quadratic forms greatly expands the utility of density approximations for these problems, including for high-dimensional applications, where the statistics must be extreme in order to exceed stringent testing thresholds. Approximate p-values are obtained by matching the exact moments to the Pearson family of distributions using the PearsonDS package.

Author
Yi-Hui Zhou
Date of publication
2014-07-15 17:09:05
Maintainer
Yi-Hui Zhou <yihui_zhou@ncsu.edu>
License
GPL (>= 2)
Version
1.0

View on CRAN

Man pages

lincombfun
linear combination function
momentfun
Generate the first four exact permutation moments of...
mycoef
Global variables for several main functions.
quadp
This function provides you the pvalue based on the Pearson...
quad-package
This package gives the exact the first four moments of any...
sumfun
Get Sum

Files in this package

quad
quad/NAMESPACE
quad/data
quad/data/mycoef.rda
quad/R
quad/R/sumfun.R
quad/R/lincombfun.R
quad/R/momentfun.R
quad/R/quadp.R
quad/MD5
quad/DESCRIPTION
quad/man
quad/man/quad-package.Rd
quad/man/mycoef.Rd
quad/man/quadp.Rd
quad/man/momentfun.Rd
quad/man/lincombfun.Rd
quad/man/sumfun.Rd