CompQuadForm (Q39768)
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Distribution Function of Quadratic Forms in Normal Variables
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CompQuadForm |
Distribution Function of Quadratic Forms in Normal Variables |
Statements
expanded from: GPL (≥ 2) (English)
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13 July 2025
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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.
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Pierre Duchesne
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Robert B. Davies
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R. W. Farebrother
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J. Sheil
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I. O Muircheartaigh
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