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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 |
| DOI: | 10.32614/CRAN.package.QF |
| 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 |
| In views: | Distributions |
| CRAN checks: | QF results |
| Reference manual: | QF.pdf |
| Package source: | QF_0.0.6.tar.gz |
| Windows binaries: | r-devel: QF_0.0.6.zip, r-release: QF_0.0.6.zip, r-oldrel: QF_0.0.6.zip |
| macOS binaries: | r-release (arm64): QF_0.0.6.tgz, r-oldrel (arm64): QF_0.0.6.tgz, r-release (x86_64): QF_0.0.6.tgz, r-oldrel (x86_64): QF_0.0.6.tgz |
| Old sources: | QF archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.