wstdiff: Welch-Satterthwaite Approximation for t-Distribution Differences
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>.
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