Replication files for
Criterion-Based Inference Without the Information Equality: The Weighted Chi-Square Distribution
by Bruce E Hansen

The files included are Matlab files: three functions and two scripts. 

The function files are

Farebrother.m	Calculates the weighted chi-square CDF using the Farbrother algorithm.
		This function is appropriate for general usage.
LPB4.m		Uses the Lindsay-Pilla-Basak algorithm with p=4 
Qcdf.m		Combines the Farebrother and LPB4 algorithms

The script files are:

Table1.m	Generates Table 1.
Table2.m	Generates Table 2.

For R code, the function farebrother in the package ComQuadForm implements the Farebrother algorithm, and the function lpb4 in the package momentchi2 implements the LPB4 algorithm.

