From: rdporto1 <rdporto1_at_terra.com.br>

Date: Fri 19 Jan 2007 - 00:17:00 GMT

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Jan 19 11:21:02 2007

Date: Fri 19 Jan 2007 - 00:17:00 GMT

lambda=c(.6,.3,.1)

h=c(2,2,2)

sigma=c(0,0,0)

q=3

I've implemented Imhof's procedure two ways that, for me, should give the same answer:

I'm running R 2.4.1 in a PC with Windows XP 32bits. Other ways (in R) to find the distribution of general quadratic forms are welcome.

Thanks in advance.

Rogerio.

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Jan 19 11:21:02 2007

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