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: 1.4.4
Published: 2025年07月13日
Author: Pierre Lafaye De Micheaux [aut, cre], Pierre Duchesne [aut], Robert B. Davies [aut], R. W. Farebrother [aut], J. Sheil [aut], I. O Muircheartaigh [aut]
Maintainer: Pierre Lafaye De Micheaux <lafaye at unsw.edu.au>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions
CRAN checks: CompQuadForm results

Documentation:

Reference manual: CompQuadForm.html , CompQuadForm.pdf

Downloads:

Windows binaries: r-devel: CompQuadForm_1.4.4.zip, r-release: CompQuadForm_1.4.4.zip, r-oldrel: CompQuadForm_1.4.4.zip
macOS binaries: r-release (arm64): CompQuadForm_1.4.4.tgz, r-oldrel (arm64): CompQuadForm_1.4.4.tgz, r-release (x86_64): CompQuadForm_1.4.4.tgz, r-oldrel (x86_64): CompQuadForm_1.4.4.tgz

Reverse dependencies:

Linking:

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