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.

Version: 1.3
Published: 2011-03-09
Author: P. Lafaye de Micheaux
Maintainer: P. Lafaye de Micheaux <lafaye at dms.umontreal.ca>
License: GPL (≥ 2)
Citation: CompQuadForm citation info
In views: Distributions
CRAN checks: CompQuadForm results

Downloads:

Package source: CompQuadForm_1.3.tar.gz
MacOS X binary: CompQuadForm_1.3.tgz
Windows binary: CompQuadForm_1.3.zip
Reference manual: CompQuadForm.pdf
Old sources: CompQuadForm archive

Reverse dependencies:

Reverse suggests: survey