Exact permutation moments of quadratic form statistics

This package gives you the exact first four permutation moments for the most commonly used quadratic form statistics, which need not be positive definite. The extension of this work to quadratic forms greatly expands the utility of density approximations for these problems, including for high-dimensional applications, where the statistics must be extreme in order to exceed stringent testing thresholds. Approximate p-values are obtained by matching the exact moments to the Pearson family of distributions using the PearsonDS package.


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install.packages("quad")

1.0 by Yi-Hui Zhou, 6 years ago


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


Authors: Yi-Hui Zhou


Documentation:   PDF Manual  


GPL (>= 2) license


Imports PearsonDS


See at CRAN