Owen's Q-function via repeated integration by parts
This is an implementation of the algorithm given in Owen's original paper (Biometrica 1965) via repeated integration by parts.
degree of Owen's Q
lower integration limit.
upper integration limit
numeric value of Owen's Q function.
a=0 could be dropped but is retained for sake of completeness.
This function is mainly for comparative / validation purposes.
It is used in
OwensQ() in case of high nu and/or high upper integration
limit where the implementation via R's function
integrate() may fail.
The implementation needs
Owen, D.B. (1965)
"A Special Case of a Bivariate Non-central t-Distribution"
Biometrika Vol. 52, p437-446.
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