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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Reference manual

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install.packages("CompQuadForm")

1.4.3 by P. Lafaye de Micheaux, 3 years ago


Browse source code at https://github.com/cran/CompQuadForm


Authors: P. Lafaye de Micheaux


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL (>= 2) license



Imported by AssocAFC, CKAT, GMMAT, KSPM, KnockoffScreen, MDMR, MTAR, MVLM, MiRKAT, famSKATRC, fdaACF, kangar00, kernelPSI, meta, nonnest2, shotGroups, skedastic, tcgsaseq.

Depended on by CONCUR, FSTpackage, LGEWIS, LGRF, MiST, OmnibusFisher, POINT, cvmdisc, gskat, iGasso, ofGEM, pedgene, rvTDT.

Suggested by energy, metafor, rolypoly, survey, wwntests.


See at CRAN