momentchi2 {momentchi2}

momentchi2: A package containing a collection of moment-matching methods for computing the cdf of a weighted sum of chi-squared random variables

Description

The momentchi2 package provides implementations of moment-matching (equivalently, cumulant-matching) methods for computing the cumulative distribution function (cdf) of a positively-weighted sum of chi-squared random variables.

Details

Methods implemented include the Satterthwaite-Welch (SW), Hall-Buckley-Eagleson (HBE), Wood F (WF) and Lindsay-Pilla-Basak (LPB4) methods. Note that the chi-squared random variables are assumed to have degree 1.

See Also

Those interested in weighted sums of chi-squared random variables are encouraged to also have a look at the excellent CompQuadForm R package, which provides implementations of several iterative methods for computing the cdf of a weighted sum of (potentially noncentral) chi-squared random variables.