qfratio (Q57681)

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Moments and Distributions of Ratios of Quadratic Forms Using Recursion
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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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