Description Usage Arguments References See Also
dImhof
contains the integrand used in the Imhof numerical method function.
1 | dImhof(u, xcrit, lambda)
|
u |
MLDEFINITION evaluate the integrand at u |
xcrit |
MLDEFINITION x critical P (Q>x) |
lambda |
MLDEFINITION eigenvalues of A%*%Sigma |
Imhof, J. P. (1961). Computing the Distribution of Quadratic Forms in Normal Variables. Biometrika 48, 419-426. Imhof, J. P. (1962). Corrigenda: Computing the Distribution of Quadratic Forms in Normal Variables. Biometrika 49, p. 284. Lesperance M, Reed WJ, Stephens MA, Tsao C, Wilton B (2016) Assessing conformance with Benford's Law: goodness-of-fit tests and simultaneous confidence intervals. PLoS one; 11(3). Wong, S. (2010) Testing Benford's Law with the first two significant digits. University of Victoria, Master's thesis.
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