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) <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
CRAN checks: Qapprox results

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

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