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wstdiff  

Welch-Satterthwaite Approximation for t-Distribution Differences
View on CRAN: Click here


Download and install wstdiff package within the R console
Install from CRAN:
install.packages("wstdiff")

Install from Github:
library("remotes")
install_github("cran/wstdiff")

Install by package version:
library("remotes")
install_version("wstdiff", "1.0.0")



Attach the package and use:
library("wstdiff")
Maintained by
Yusuke Yamaguchi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-11
Latest Update: 2025-11-11
Description:
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>.
How to cite:
Yusuke Yamaguchi (2025). wstdiff: Welch-Satterthwaite Approximation for t-Distribution Differences. R package version 1.0.0, https://cran.r-project.org/web/packages/wstdiff. Accessed 15 Mar. 2026.
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