Qapprox: Approximation to the Survival Functions of Quadratic Forms of Gaussian Variables

Calculates the right-tail probability of quadratic forms of Gaussian variables using the skewness-kurtosis ratio matching method, modified Liu-Tang-Zhang method and Satterthwaite-Welch method. The technical details can be found in Hong Zhang, Judong Shen and Zheyang Wu (2020) <doi:10.48550/arXiv.2005.00905>.

Version:	0.2.0
Imports:	stats
Published:	2021-07-07
Author:	Hong Zhang
Maintainer:	Hong Zhang <hzhang at wpi.edu>
License:	GPL-2
NeedsCompilation:	no
In views:	Distributions
CRAN checks:	Qapprox results

Documentation:

Reference manual:

Qapprox.pdf

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Package source:	Qapprox_0.2.0.tar.gz
Windows binaries:	r-prerel: Qapprox_0.2.0.zip, r-release: Qapprox_0.2.0.zip, r-oldrel: Qapprox_0.2.0.zip
macOS binaries:	r-prerel (arm64): Qapprox_0.2.0.tgz, r-release (arm64): Qapprox_0.2.0.tgz, r-oldrel (arm64): Qapprox_0.2.0.tgz, r-prerel (x86_64): Qapprox_0.2.0.tgz, r-release (x86_64): Qapprox_0.2.0.tgz
Old sources:	Qapprox archive

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