CompQuadForm

Distribution Function of Quadratic Forms in Normal Variables

Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.

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Description file content

Package
CompQuadForm
Type
Package
Title
Distribution Function of Quadratic Forms in Normal Variables
Version
1.4.3
Date
2017-04-10
Author
P. Lafaye de Micheaux
Maintainer
P. Lafaye de Micheaux
Description
Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.
License
GPL (>= 2)
LazyLoad
yes
Packaged
2017-04-10 02:26:43 UTC; lafaye
NeedsCompilation
yes
Repository
CRAN
Date/Publication
2017-04-12 14:28:23 UTC

install.packages('CompQuadForm')

1.4.3

02 years ago

P. Lafaye de Micheaux

GPL (>= 2)

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