T.Owen {sn} | R Documentation |
Evaluates function T(h,a) studied by D.B.Owen
T.Owen(h, a, jmax=50, cut.point=6)
h |
a numerical vector. Missing values (NA s) 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. |
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) 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).
Owen, D. B. (1956). Tables for computing bivariate normal probabilities. Ann. Math. Statist. 27, 1075-1090.
owen <- T.Owen(1:10, 2)