bigQF

R Package bigQF: Quadratic Forms in Large Matrices. A computationally-efficient leading-eigenvalue approximation to tail probabilities and quantiles of large quadratic forms, in particular for the Sequence Kernel Association Test (SKAT) used in genomics. Also provides stochastic singular value decomposition for dense or sparse matrices.

References in zbMATH (referenced in 1 article )

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  1. Chen, Tong; Lumley, Thomas: Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (2019)