Density, Cumulative and Quantile Functions of Quadratic Forms

The computation of quadratic form (QF) distributions is often not trivial and it requires numerical routines. The package contains functions aimed at evaluating the exact distribution of quadratic forms (QFs) and ratios of QFs. In particular, we propose to evaluate density, quantile and distribution functions of positive definite QFs and ratio of independent positive QFs by means of an algorithm based on the numerical inversion of Mellin transforms.


Reference manual

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0.0.3 by Aldo Gardini, 2 months ago

Browse source code at

Authors: Aldo Gardini [aut, cre] , Fedele Greco [aut] , Carlo Trivisano [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Linking to Rcpp, RcppGSL

System requirements: GNU GSL

See at CRAN