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.


Reference manual

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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