qfratio (Q57681)

From MaRDI portal
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
    0 references
    1.0.1
    2 April 2023
    0 references
    1.1.0
    2 October 2023
    0 references
    1.1.1
    9 February 2024
    0 references
    0 references
    0 references
    0 references
    9 February 2024
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references