OwenQ2: Second Owen Q-function

In OwenQ: Owen Q-Function

Second Owen Q-function

Description

Evaluates the second Owen Q-function (integral from R to \infty) for an integer value of the degrees of freedom.

Usage

OwenQ2(nu, t, delta, R, algo = 2)

Arguments

nu	integer greater than 1, the number of degrees of freedom
t	number, positive or negative, possibly infinite
delta	vector of finite numbers, with the same length as R
R	(lower bound of the integral) vector of finite positive numbers, with the same length as delta
algo	the algorirthm used, 1 or 2

Value

A vector of numbers between 0 and 1, the values of the integral from R to \infty.

Note

When the number of degrees of freedom is odd, the procedure resorts to the Owen T-function (OwenT).

References

Owen, D. B. (1965). A special case of a bivariate noncentral t-distribution. Biometrika 52, 437-446.

Examples

# OwenQ1(nu, t, delta, R) + OwenQ2(nu, t, delta, R) equals pt(t, nu, delta):
OwenQ1(nu=5, t=3, delta=2, R=1) + OwenQ2(nu=5, t=3, delta=2, R=1)
pt(q=3, df=5, ncp=2)

OwenQ documentation built on April 11, 2023, 5:58 p.m.