Package: QF 0.0.6

QF: Density, Cumulative and Quantile Functions of Quadratic Forms

The computation of quadratic form (QF) distributions is often not trivial and it requires numerical routines. The package contains functions aimed at evaluating the exact distribution of quadratic forms (QFs) and ratios of QFs. In particular, we propose to evaluate density, quantile and distribution functions of positive definite QFs and ratio of independent positive QFs by means of an algorithm based on the numerical inversion of Mellin transforms.

Authors:Aldo Gardini [aut, cre], Fedele Greco [aut], Carlo Trivisano [aut]

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QF.pdf |QF.html
QF/json (API)

# Install 'QF' in R:
install.packages('QF', repos = c('https://agardini.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • gsl– GNU Scientific Library (GSL)
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.30 score 7 scripts 187 downloads 2 mentions 11 exports 2 dependencies

Last updated 3 years agofrom:482e922eb9. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 11 2024
R-4.5-win-x86_64OKOct 11 2024
R-4.5-linux-x86_64OKOct 11 2024
R-4.4-win-x86_64OKOct 11 2024
R-4.4-mac-x86_64OKOct 11 2024
R-4.4-mac-aarch64OKOct 11 2024
R-4.3-win-x86_64OKOct 11 2024
R-4.3-mac-x86_64OKOct 11 2024
R-4.3-mac-aarch64OKOct 11 2024

Exports:compute_MellinQFcompute_MellinQF_ratiodQFdQF_ratiopQFpQF_depratiopQF_ratioqQFqQF_ratiorQFrQF_ratio

Dependencies:RcppRcppGSL