R/pchisqsum_Gsatt.R

In tslumley/bigQF: Quadratic Forms in Large Matrices

pchisqsum_Gsatt <-
function (x, M, tr2.sample.size=100){
	  tr<-sum(M^2)
	  tr2<-tracefht(M,k=tr2.sample.size,trace.full=tr)
	  scale<-tr2/tr
	  nu<-(tr^2)/tr2
      pchisq(x/scale, nu,lower.tail=FALSE)
	}
	
pchisqsum_spsatt <-
function (x, Mmult,tMmult,ncolM,traceM, tr2.sample.size=100){
	## estimates tr2 always, tr if trace.full is NULL
	traces <-trace_mf(Mmult,tMmult,k=tr2.sample.size,ncolM,trace.full=traceM)
	tr2 <- traces[1]
	tr <- traces[2]
	scale<-tr2/tr
	nu<-(tr^2)/tr2
        pchisq(x/scale, nu,lower.tail=FALSE)
  }