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>.