Python library that implements the computation of quadratic form of normal random variables, i.e., it allows the computation of the distribution of a linear combination of non-centered χ2 random variables.
Library Author: Alessio Russo (PhD Student at KTH - alessior@kth.se)
License: MIT
- Python 3.7, PyBind, NumPy
Use the setup.py file to install the library (execute the command pip install .)
See also the example file in examples/example.py
- Add better examples
- Finish renaming of the methods
- Finish cleanup of the C code
The code is released under the MIT license