3 messages · Klaus Nordhausen, Achim Zeileis, Thomas Lumley
Dear R experts,
I was wondering if there are any R functions that give the tail area
of a sum of chisquare distributions of the type:
a_1 X_1 + a_2 X_2
where a_1 and a_2 are constants and X_1 and X_2 are independent chi-square variables with different degrees of freedom.
Thanks,
Klaus
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Hi Klausch:
I was wondering if there are any R functions that give the tail area
of a sum of chisquare distributions of the type:
a_1 X_1 + a_2 X_2
where a_1 and a_2 are constants and X_1 and X_2 are independent
chi-square variables with different degrees of freedom.
Christian Kleiber (Cc on this reply) has code for computing the distribution function of general linear combinations of chi-squared variables. It's not yet on CRAN, but just ask him for a devel-snapshot. Best wishes, Z
I was wondering if there are any R functions that give the tail area
of a sum of chisquare distributions of the type:
a_1 X_1 + a_2 X_2
where a_1 and a_2 are constants and X_1 and X_2 are independent chi-square variables with different degrees of freedom.
pchisqsum() in the "survey" package does this. -thomas Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle