Qapprox
Approximation to the Survival Functions of Quadratic Forms of Gaussian Variables
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 (2020) <arXiv:2005.00905>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling linux/jammy R-4.5 | Qapprox_0.2.0.tar.gz |
15.3 KiB |
0.2.0 |
rolling linux/noble R-4.5 | Qapprox_0.2.0.tar.gz |
15.3 KiB |
0.2.0 |
rolling source/ R- | Qapprox_0.2.0.tar.gz |
2.2 KiB |
0.2.0 |
latest linux/jammy R-4.5 | Qapprox_0.2.0.tar.gz |
15.3 KiB |
0.2.0 |
latest linux/noble R-4.5 | Qapprox_0.2.0.tar.gz |
15.3 KiB |
0.2.0 |
latest source/ R- | Qapprox_0.2.0.tar.gz |
2.2 KiB |
0.2.0 |
2026-04-26 source/ R- | Qapprox_0.2.0.tar.gz |
2.2 KiB |
0.2.0 |
2026-04-23 source/ R- | Qapprox_0.2.0.tar.gz |
2.2 KiB |
0.2.0 |
2026-04-09 windows/windows R-4.5 | Qapprox_0.2.0.zip |
18.2 KiB |
0.2.0 |
2025-04-20 source/ R- | Qapprox_0.2.0.tar.gz |
2.2 KiB |