QF: Density, Cumulative and Quantile Functions of Quadratic Forms

The computation of quadratic form (QF) distributions is often not trivial and it requires numerical routines. The package contains functions aimed at evaluating the exact distribution of quadratic forms (QFs) and ratios of QFs. In particular, we propose to evaluate density, quantile and distribution functions of positive definite QFs and ratio of independent positive QFs by means of an algorithm based on the numerical inversion of Mellin transforms.

Version: 0.0.4
Imports: Rcpp
LinkingTo: Rcpp, RcppGSL
Published: 2021-02-18
Author: Aldo Gardini [aut, cre], Fedele Greco [aut], Carlo Trivisano [aut]
Maintainer: Aldo Gardini <aldo.gardini2 at unibo.it>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: GNU GSL
CRAN checks: QF results

Downloads:

Reference manual: QF.pdf
Package source: QF_0.0.4.tar.gz
Windows binaries: r-devel: QF_0.0.4.zip, r-release: QF_0.0.4.zip, r-oldrel: QF_0.0.4.zip
macOS binaries: r-release: QF_0.0.4.tgz, r-oldrel: QF_0.0.4.tgz
Old sources: QF archive

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