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: |
0.0.6 |
| Imports: |
Rcpp |
| LinkingTo: |
Rcpp, RcppGSL |
| Published: |
2021-10-22 |
| 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 |
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