quad-form-ratio

Ratios of Normal Quadratic Forms

Project description

This package provides tools related to the distribution of ratios of quadratic forms in (zero mean) normal random variables. These are defined by

Included are functions for simulation, evaluation of the support, and saddlepoint approximations to the cdf Definition of the cdf and inverse cdf Definition of the inverse cdf .

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0.1.1

Mar 7, 2018

0.1.0

Mar 7, 2018

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