R/specialOwen2.R

In OwenQ: Owen Q-Function

#' @title Special case of second Owen distribution function
#' @description Evaluation of the second Owen distribution function in a
#' special case (see details).
#' @param nu positive integer, possibly infinite
#' @param t positive number
#' @param delta vector of positive numbers
#' @param algo the algorithm used, \code{1} or \code{2}
#'
#' @return A vector of numbers between 0 and 1.
#' @importFrom stats pnorm
#' @export
#' @details The value of \code{spowen2(nu, t, delta)} is the same as the value
#' of \code{powen2(nu, t, -t, delta, -delta)}, but it is evaluated more efficiently.
#' @seealso \code{\link{powen2}}
#' @examples
#' spowen2(4, 1, 2) == powen2(4, 1, -1, 2, -2)
spowen2 <- function(nu, t, delta, algo=2){
  if(t<0){
    stop("`t` must be positive")
  }
  if(any(delta<0)){
    stop("`delta` must be positive")
  }
  if(isNotPositiveInteger(nu)){
    stop("`nu` must be an integer >=1.")
  }
  if(nu == Inf){
    return(pmax(0, 2*pnorm(t, mean=delta)-1))
  }
  if(t == Inf){
    out <- rep(NaN, length(delta))
    out[delta != Inf] <- 1
    return(out)
  }
  out <- numeric(length(delta))
  if(any(i <- delta!=Inf)){
    out[i] <- RcppSpecialOwenCDF2(nu, t, delta[i], algo)
  }
  out
}