Qapprox

Approximation to the Survival Functions of Quadratic Forms of Gaussian Variables

CRAN Package

Calculates the right-tail probability of quadratic forms of Gaussian variables using the skewness-kurtosis ratio matching method, modified Liu-Tang-Zhang method and Satterthwaite-Welch method. The technical details can be found in Hong Zhang, Judong Shen and Zheyang Wu (2020) doi:10.48550/arXiv.2005.00905.

  • Version0.2.0
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release07/07/2021

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