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description / endescription / en
Moments of Ratios of Quadratic Forms Using Recursion
Moments and Distributions of Ratios of Quadratic Forms Using Recursion
Property / last update
2 April 2023
Timestamp+2023-04-02T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / last update: 2 April 2023 / rank
Normal rank
 
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Property / imports: Rcpp / rank
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Property / imports: MASS / rank
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Property / cites work
 
Property / cites work: On the moments of ratios of quadratic forms in normal random variables / rank
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Property / cites work
 
Property / cites work: GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS / rank
Normal rank
 
Property / cites work
 
Property / cites work: Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing G matrices / rank
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Property / software version identifier
 
1.1.0
Property / software version identifier: 1.1.0 / rank
 
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Property / software version identifier: 1.1.0 / qualifier
 
publication date: 2 October 2023
Timestamp+2023-10-02T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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1.1.1
Property / software version identifier: 1.1.1 / rank
 
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Property / software version identifier: 1.1.1 / qualifier
 
publication date: 9 February 2024
Timestamp+2024-02-09T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update
 
9 February 2024
Timestamp+2024-02-09T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update: 9 February 2024 / rank
 
Normal rank
Property / description
 
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.
Property / description: 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. / rank
 
Normal rank
Property / author
 
Property / author: Junya Watanabe / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License / rank
 
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Property / copyright license: GNU General Public License / qualifier
 
edition/version: ≥ 3 (English)
Property / imports
 
Property / imports: Rcpp / rank
 
Normal rank
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Property / imports: MASS / rank
 
Normal rank
Property / imports
 
Property / imports: stats / rank
 
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Property / cites work
 
Property / cites work: On the moments of ratios of quadratic forms in normal random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing $$\textbf{G}$$ matrices / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
Normal rank
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Latest revision as of 18:55, 12 March 2024

Moments and Distributions of Ratios of Quadratic Forms Using Recursion
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English
qfratio
Moments and Distributions of Ratios of Quadratic Forms Using Recursion

    Statements

    1.0.0
    16 March 2023
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    1.0.1
    2 April 2023
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    1.1.0
    2 October 2023
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    1.1.1
    9 February 2024
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    9 February 2024
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    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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