Owen's function
Evaluates function T(h,a) studied by D.B.Owen
T.Owen(h, a, jmax=50, cut.point=8)
h |
a numeric vector. Missing values ( |
a |
a numeric value. |
jmax |
an integer scalar value which regulates the accuracy of the result. See Section ‘Details’ below for explanation. |
cut.point |
a scalar value which regulates the behaviour of the algorithm,
as explained in Section ‘Details’ below (default value: |
If a>1 and 0<h<=cut.point, a series expansion is used,
truncated after jmax terms.
If a>1 and h>cut.point, an asymptotic approximation is used.
In the other cases, various reflection properties of the function
are exploited. See the reference below for more information.
a numeric vector.
The function T(h,a) studied by Owen (1956) is useful for the computation
of the bivariate normal distribution function and related quantities,
including the distribution function of a skew-normal variate; see psn.
See the reference below for more information on function T(h,a).
Adelchi Azzalini and Francesca Furlan
Owen, D. B. (1956). Tables for computing bivariate normal probabilities. Ann. Math. Statist. 27, 1075-1090.
owen <- T.Owen(1:10, 2)
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