qfratio

Moments and Distributions of Ratios of Quadratic Forms Using Recursion

CRAN Package

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.


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