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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>.
Getting started
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Package details |
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| Author | Janez Komelj [aut, cre] |
| Maintainer | Janez Komelj <jkomelj@siol.net> |
| License | GPL-2 | GPL-3 |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
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