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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2 exports 0.09 score 2 dependencies 147 downloads

Last updated 10 months agofrom:d9285b0bc4. Checks:OK: 7. Indexed: yes.

Exports:OwenTPhi2xy

Dependencies:gmpRmpfr