Qapprox: Approximation to the Survival Functions of Quadratic Forms of
Gaussian Variables
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>.
Version: |
0.2.0 |
Imports: |
stats |
Published: |
2021-07-07 |
Author: |
Hong Zhang |
Maintainer: |
Hong Zhang <hzhang at wpi.edu> |
License: |
GPL-2 |
NeedsCompilation: |
no |
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Qapprox results |
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