rchisqsum <- function(n,lambda) {
p <- length(lambda)
X2 <- matrix(rnorm(n*p)^2,ncol=p) ## Chi-squared (df=1)
res <- numeric(n)
for (i in seq(p)) {
res <- res + X2[,i]*lambda[i]
}
return(res)
}
pchisqsum <- function(x, lambda=1, B=1e6, seed=NULL) {
if (!is.null(seed)) set.seed(seed)
y <- rchisqsum(B,lambda)
mean(y<=x)
}
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