Density, Cumulative and Quantile Functions of Quadratic Forms
Mellin Transform of a Positive QF
Mellin Transform of the Independent Positive QFs Ratio
Cumulative Distribution Function of the Dependent QFs Ratio
Printing MellinQF
Print MellinQF_ratio
Positive Definite Quadratic Forms Distribution
Ratio of Positive Definite Quadratic Forms Distribution
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.