GitHub - cran/momentchi2: :exclamation: This is a read-only mirror of the CRAN R package repository. momentchi2 — Moment-Matching Methods for Weighted Sums of Chi-Squared Random Variables

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❗ This is a read-only mirror of the CRAN R package repository. momentchi2 — Moment-Matching Methods for Weighted Sums of Chi-Squared Random Variables

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momentchi2 is an R package which implements moment-matching methods for computing the cumulative distribution function of a positively-weighted sum of chi-squared random variables.

Those interested in this application are encouraged to have a look at the excellent CompQuadForm package which provides alternative methods (that do not use moment-matching) that can also be used for noncentral chi-squared random variables.

To install:
> install.packages("momentchi2")