QF (Q1349968)
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Density, Cumulative and Quantile Functions of Quadratic Forms
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | QF |
Density, Cumulative and Quantile Functions of Quadratic Forms |
Statements
Fedele Greco
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Carlo Trivisano
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27 March 2025
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The computation of quadratic form (QF) distributions is often not trivial and it requires numerical routines. The package contains functions aimed at evaluating the exact distribution of quadratic forms (QFs) and ratios of QFs. In particular, we propose to evaluate density, quantile and distribution functions of positive definite QFs and ratio of independent positive QFs by means of an algorithm based on the numerical inversion of Mellin transforms.
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Identifiers
22 August 2023
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