Qapprox

Authors Hong Zhang, Zheyang Wu, Judong Shen

Last update 24 August 2026

Copyright license GNU General Public License, version 2.0

Software version identifier 0.2.0, PACKAGES.rds, 0.1.0, 0.2.1

Official website https://cran.case.edu/web/packages/Qapprox/index.html

Source code repository https://github.com/cran/Qapprox

Description

Calculates the right-tail probability of quadratic forms of Gaussian variables using the skewness-kurtosis ratio matching method, modified Liu-Tang-Zhang method and Satterthwaite-Welch method. The technical details can be found in Hong Zhang, Judong Shen and Zheyang Wu (2022) "A fast and accurate approximation to the distributions of quadratic forms of Gaussian variables" <doi:10.1080/10618600.2021.2000423>.

Cites work

A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables

Cited in

(1)

A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables

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