A collection of moment-matching methods for computing the cumulative distribution function of a positively-weighted sum of chi-squared random variables. Methods include the Satterthwaite-Welch method, Hall-Buckley-Eagleson method, Wood's F method, and the Lindsay-Pilla-Basak method.
momentchi2 is an R package which implements moment-matching methods for computing the cumulative distribution function of a positively-weighted sum of chi-squared random variables.
Those interested in this application are encouraged to have a look at the excellent CompQuadForm package which provides alternative methods (that do not use moment-matching) that can also be used for noncentral chi-squared random variables.
To install:
> install.packages("momentchi2")