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CompQuadForm

Distribution Function of Quadratic Forms in Normal Variables

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.

Functions (4)

CompQuadForm

Distribution Function of Quadratic Forms in Normal Variables

v1.4.3
GPL (>= 2)
Authors
P. Lafaye de Micheaux
Initial release
2017-04-10

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