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wstdiff

Welch-Satterthwaite Approximation for t-Distribution Differences

v1.0.0 · Nov 11, 2025 · MIT + file LICENSE

Description

Implements the Welch-Satterthwaite approximation for differences of non-standardized t-distributed random variables in both univariate and multivariate settings. The package provides methods for computing effective degrees of freedom and scale parameters, as well as distribution functions for the approximated difference distribution. The methodology extends the classical Welch-Satterthwaite framework from variance combinations to t-distribution differences through careful moment matching. Methods build on the classical Welch-Satterthwaite approach described in Welch (1947) <doi:10.1093/biomet/34.1-2.28> and Satterthwaite (1946) <doi:10.2307/3002019>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Version History

1 tracked
new 1.0.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Nov 11, 2025. Releases before tracking aren’t shown.