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.



Baggenstoss 2017-05-19