Calculating $p({\bf z}\vert H_0)$

The function software/pdf_A_chisq_m.m computes the PDF of ${\bf z}$ where ${\bf z}={\bf A}^\prime {\bf x}$ according to the method described in [16]. The syntax is

   [lpzH0,ic] = pdf_A_chisq_m(z,A,K,[ic]);

where A is $n\times D$, z is $D\times 1$, K ia an $n\times 1$ vector containing the chi-square parameters $k_i$, and ic is an initial condition vector (the saddlepoint location). Note that the _m suffix on the file name is because there exits an experimental CMEX version pdf_A_chisq.c, which is still slower that the “.m" version.