r-compquadform
Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.
Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.
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Summary
Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm, Farebrother's algorithm or Liu et al.'s algorithm.
Information Last Updated
Sep 13, 2025 at 11:12
License
GPL-2.0-or-later
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