Package: Phi2rho 1.0.1

Phi2rho: Owen's T Function and Bivariate Normal Integral

Computes the Owen's T function or the bivariate normal integral using one of the following: modified Euler's arctangent series, tetrachoric series, or Vasicek's series. For the methods, see Komelj, J. (2023) <doi:10.4236/ajcm.2023.134026> (or reprint <arxiv:2312.00011> with better typography) and Vasicek, O. A. (1998) <doi:10.21314/JCF.1998.015>.

Authors:Janez Komelj [aut, cre]

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Phi2rho.pdf |Phi2rho.html✨
Phi2rho/json (API)

# Install 'Phi2rho' in R:
install.packages('Phi2rho', repos = c('https://jkomelj.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 140 downloads 2 exports 2 dependencies

Last updated 12 months agofrom:d9285b0bc4. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-winOKNov 01 2024
R-4.5-linuxOKNov 01 2024
R-4.4-winOKNov 01 2024
R-4.4-macOKNov 01 2024
R-4.3-winOKNov 01 2024
R-4.3-macOKNov 01 2024

Exports:OwenTPhi2xy

Dependencies:gmpRmpfr