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Implements the Welch-Satterthwaite approximation for differences of non-standardized t-distributed random variables in both univariate and multivariate settings. The package provides methods for computing effective degrees of freedom and scale parameters, as well as distribution functions for the approximated difference distribution. The methodology extends the classical Welch-Satterthwaite framework from variance combinations to t-distribution differences through careful moment matching. Methods build on the classical Welch-Satterthwaite approach described in Welch (1947) <doi:10.1093/biomet/34.1-2.28> and Satterthwaite (1946) <doi:10.2307/3002019>.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0), mvtnorm, knitr, rmarkdown |
| Published: | 2025-11-11 |
| DOI: | 10.32614/CRAN.package.wstdiff |
| Author: | Yusuke Yamaguchi [aut, cre] |
| Maintainer: | Yusuke Yamaguchi <yamagubed at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | wstdiff results |
| Reference manual: | wstdiff.html , wstdiff.pdf |
| Vignettes: |
Introduction to wstdiff (source, R code) |
| Package source: | wstdiff_1.0.0.tar.gz |
| Windows binaries: | r-devel: wstdiff_1.0.0.zip, r-release: wstdiff_1.0.0.zip, r-oldrel: wstdiff_1.0.0.zip |
| macOS binaries: | r-release (arm64): wstdiff_1.0.0.tgz, r-oldrel (arm64): wstdiff_1.0.0.tgz, r-release (x86_64): wstdiff_1.0.0.tgz, r-oldrel (x86_64): wstdiff_1.0.0.tgz |
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