Approximation to the Survival Functions of Quadratic Forms of Gaussian Variables
Overview
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 (2022) "A fast and accurate approximation to the distributions of quadratic forms of Gaussian variables" doi:10.1080/10618600.2021.2000423.
- New maintainer: Zheyang Wu (<zheyangwu@wpi.edu>).
Authors@Rnow lists all three authors of the underlying paper (Hong Zhang, Judong Shen, and Zheyang Wu).- The package now has a public repository and issue tracker: <https://github.com/ZWuLab/Qapprox>. Added
URLandBugReportsfields. - The reference in
Descriptionnow points to the published paper (Zhang, Shen and Wu, 2022, Journal of Computational and Graphical Statistics, <doi:10.1080/10618600.2021.2000423>) instead of the arXiv preprint. - No changes to functions or computations.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-28
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 2
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Repository
Checks run against github.com/zwulab/qapprox on 2026-10-21.
No development-tooling practices detected in the upstream repository.
Dependencies
Installing Qapprox adds no packages beyond those that come with R.
Code & Tests
People & History
Previously maintained by Hong Zhang (0.1.0 to 0.2.0).
Pick two releases to compare their code metrics.
- 0.2.1Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.2.02021-07-07 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.1.02020-09-29
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-09-29
- Total releases
- 3 / 6 yrs
- License
- GPL-2 OSI
- Download size
- 2.7 KB
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