https://github.com/limix/chi2comb

Linear combination of independent noncentral chi-squared random variables.
https://github.com/limix/chi2comb

Last synced: 2 months ago
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Linear combination of independent noncentral chi-squared random variables.

• Host: GitHub
• URL: https://github.com/limix/chi2comb
• Owner: limix
• License: mit
• Created: 2018-09-13T18:31:21.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2020-12-17T22:49:12.000Z (over 4 years ago)
• Last Synced: 2025-01-23T08:45:22.561Z (4 months ago)
• Language: C++
• Homepage:
• Size: 46.9 KB
• Stars: 3
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
# chi2comb

[![Travis](https://img.shields.io/travis/com/limix/chi2comb/master.svg?style=flat-square&label=linux%20%2F%20macos%20build)](https://travis-ci.com/limix/chi2comb) [![AppVeyor](https://img.shields.io/appveyor/ci/Horta/chi2comb.svg?style=flat-square&label=windows%20build)](https://ci.appveyor.com/project/Horta/chi2comb)

Cumulative density function of linear combinations of independent chi-square random

variables and a standard Normal distribution.

As of now, this is basically a repackaging of the `davies` function implemented in the

[CompQuadForm](https://cran.r-project.org/package=CompQuadForm) library for R.

## Requirements

It requires an C compiler toolchain that supports the C11 standard and the

[cmake](https://cmake.org/) software for orchestrating the building process.

## Install

You can install it via `conda`:

```bash

conda install -c conda-forge chi2comb

```

A second installation option would be to download the latest source and to build it by

yourself.

On Linux or macOS systems it can be as simple as:

```bash

bash <(curl -fsSL https://raw.githubusercontent.com/limix/chi2comb/master/install)

```

Similarly, on Windows you can install by entering in the terminal:

```powershell

powershell -Command "(New-Object Net.WebClient).DownloadFile('https://raw.githubusercontent.com/limix/chi2comb/master/install.bat', 'install.bat')" && install.bat

```

## Documentation

This library exports a single function:

```C

/** Cumulative distribution function of non-central chi-squared distributions.

 *

 * Computes P[Q