computing with R a linear combination of chi-squared

[ruski]

Good morning!

Please, do you know how to compute in R the distribution of a linear combination of chi-squared variables?

I have found a package (tdist) to compute a linear combination of t-Student variables, but not for chi-squared.

Thanks in advance and Regards,

[Masteras]

i do not know if this helps, but theoretically, the sum of chi squares is a chi square with df eaqual to the sum of the dfs of each chisq.

[vinux]

i do not know if this helps, but theoretically, the sum of chi squares is a chi square with df eaqual to the sum of the dfs of each chisq.

He is interested in linear combination, not only the sum of chisquare rvs.

Hi ruski,
I don't think any R package support this.
May be the following link is helpful ( it is not an R code)

http://www.robertnz.net/QF.htm

[ruski]

Thanks a lot to both!
vinux, thanks for the link. So perhaps I could try to compute the algorithm with R.
It is a shame, I had the hope that R had the problem solved already!
See you here!!
ruski