Ratios of Normal Quadratic Forms
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# quad_form_ratio
This package provides tools related to the distribution of ratios of quadratic forms in (zero mean) normal random variables. These are defined by
$$ R = frac{epsilon’Aepsilon}{epsilon’Bepsilon}, quad text{for} quad epsilon stackrel{D}{=} N(0,I) $$
Included are functions for simulation, evaluation of the support, and saddlepoint approximations to the cdf $p = F(q) = P(R leq q)$ and inverse cdf $q = F^{-1}(p)$.
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