Evaluates moments of ratios (and products) of quadratic forms
    in normal variables, specifically using recursive algorithms developed by
    Bao and Kan (2013) <doi:10.1016/j.jmva.2013.03.002> and Hillier et al.
    (2014) <doi:10.1017/S0266466613000364>. Also provides distribution,
    quantile, and probability density functions of simple ratios of quadratic
    forms in normal variables with several algorithms. Originally developed as
    a supplement to Watanabe (2023) <doi:10.1007/s00285-023-01930-8> for
    evaluating average evolvability measures in evolutionary quantitative
    genetics, but can be used for a broader class of statistics. Generating 
    functions for these moments are also closely related to the top-order zonal
    and invariant polynomials of matrix arguments.

Option pricing (financial derivatives) techniques mainly following textbook 'Options, Futures and Other Derivatives', 9ed by John C.Hull, 2014. Prentice Hall. Implementations are via binomial tree option model (BOPM), Black-Scholes model, Monte Carlo simulations, etc. 
  This package is a result of Quantitative Financial Risk Management course (STAT 449 and STAT 649) at Rice University, Houston, TX, USA, taught by Oleg Melnikov, statistics PhD student, as of Spring 2015.

Smooth additive quantile regression models, fitted using
    the methods of Fasiolo et al. (2020) <doi:10.1080/01621459.2020.1725521>.
    See Fasiolo at al. (2021) <doi:10.18637/jss.v100.i09> for an introduction to the package. Differently from
    'quantreg', the smoothing parameters are estimated automatically by marginal
    loss minimization, while the regression coefficients are estimated using either
    PIRLS or Newton algorithm. The learning rate is determined so that the Bayesian
    credible intervals of the estimated effects have approximately the correct
    coverage. The main function is qgam() which is similar to gam() in 'mgcv', but
    fits non-parametric quantile regression models.

General purpose toolbox for simulating quantum versions of game theoretic models (Flitney and Abbott 2002) <arXiv:quant-ph/0208069>. Quantum (Nielsen and Chuang 2010, ISBN:978-1-107-00217-3) versions of models that have been handled are: Penny Flip Game (David A. Meyer 1998) <arXiv:quant-ph/9804010>, Prisoner's Dilemma (J. Orlin Grabbe 2005) <arXiv:quant-ph/0506219>, Two Person Duel (Flitney and Abbott 2004) <arXiv:quant-ph/0305058>, Battle of the Sexes (Nawaz and Toor 2004) <arXiv:quant-ph/0110096>, Hawk and Dove Game (Nawaz and Toor 2010) <arXiv:quant-ph/0108075>, Newcomb's Paradox (Piotrowski and Sladkowski 2002) <arXiv:quant-ph/0202074> and Monty Hall Problem (Flitney and Abbott 2002) <arXiv:quant-ph/0109035>.