T.Owen {sn}R Documentation

Owen's function

Description

Evaluates function T(h,a) studied by D.B.Owen

Usage

T.Owen(h, a, jmax=50, cut.point=6)

Arguments

h a numerical vector. Missing values (NAs) and Inf are allowed.
a a numerical scalar. Inf is allowed.
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.

Details

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.

Value

a numerical vector

Background

The function T(h,a) is useful for the computation of the bivariate normal distribution function and related quantities, including the distribution function of a skew-normal variate, psn. See the reference below for more information on T(h,a).

References

Owen, D. B. (1956). Tables for computing bivariate normal probabilities. Ann. Math. Statist. 27, 1075-1090.

See Also

psn

Examples

owen <- T.Owen(1:10, 2)

[Package sn version 0.4-10 Index]