T.Owen {sn} | R Documentation |
Evaluates function T(h,a) studied by D.B.Owen
T.Owen(h, a, jmax=50, cut.point=8)
h |
a numerical vector. Missing values ( |
a |
a numerical scalar. |
jmax |
an integer scalar value which regulates the accuracy of the result. See the section Details below for explanation. |
cut.point |
a scalar value which regulates the behaviour of the algorithm, as
explained by the 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 numerical 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)