[R] Tail area of sum of Chi-square variables

[Achim Zeileis]

Hi Klausch:

> I was wondering if there are any R functions that give the tail area
> of a sum of chisquare distributions of the type:
>         a_1 X_1 + a_2 X_2
> where a_1 and a_2 are constants and X_1 and X_2 are independent 
> chi-square variables with different degrees of freedom.

Christian Kleiber (Cc on this reply) has code for computing the 
distribution function of general linear combinations of chi-squared 
variables. It's not yet on CRAN, but just ask him for a devel-snapshot.

Best wishes,
Z