Distribution Function of Quadratic Forms in Normal Variables
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 4
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 100%
Downloads
Dependencies
Installing CompQuadForm adds no packages beyond those that come with R.
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Code & Tests
People & History
Maintainer since 1.0 (2010)
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- RR 4.6.0 released · 2026-04-24
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- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
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Package metadata
- First published
- 2010-06-22
- Total releases
- 9 / 16 yrs
- License
- GPL (>= 2) OSI
- Download size
- 19 KB
Cite
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Run in R for the authors' entry:
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