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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
 
Property / imports
 
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
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 G matrices / rank
Normal rank
 
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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Property / software version identifier
 
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
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After0
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Property / instance of: R package / rank
 
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Property / programmed in: R / rank
 
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Property / maintained by
 
Property / maintained by: Junya Watanabe / rank
 
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Property / last update
 
9 February 2024
Timestamp+2024-02-09T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
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Property / last update: 9 February 2024 / rank
 
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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
Property / imports
 
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
Language Label Description Also known as
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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    Identifiers

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