CRAN/E | QF

QF

Density, Cumulative and Quantile Functions of Quadratic Forms

Installation

About

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.

System requirements GNU GSL

Key Metrics

Version 0.0.6
Published 2021-10-22 926 days ago
Needs compilation? yes
License GPL-3
CRAN checks QF results

Downloads

Yesterday 7 0%
Last 7 days 47 -4%
Last 30 days 167 -20%
Last 90 days 510 -33%
Last 365 days 2.273 -13%

Maintainer

Maintainer

Aldo Gardini

aldo.gardini2@unibo.it

Authors

Aldo Gardini

aut / cre

Fedele Greco

aut

Carlo Trivisano

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

QF archive

Imports

Rcpp

LinkingTo

Rcpp
RcppGSL