OwensQOwen | R Documentation |
This is an implementation of the algorithm given by Owen via repeated integration by parts.
OwensQOwen(nu, t, delta, a=0, b)
nu |
degree of Owen’s Q |
t |
parameter t |
delta |
parameter delta |
a |
lower integration limit. |
b |
upper integration limit |
Numeric value of Owen’s Q function.
The argument a=0
could be dropped but is retained for sake of completeness.
This function is mainly for comparative / validation purposes.
The function requireds OwensT
function.
D. Labes
Owen DB. A special case of a bivariate non-central t-distribution. Biometrika. 1965;52(3/4):437–46. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.2307/2333696")}
OwensQ
, OwensT
# comparison of the results of both implementations
# both should give [1] 0.0731726
OwensQ(2, 2.92, 4.2135, 0, 2.0407)
OwensQOwen(2, 2.92, 4.2135, 0, 2.0407)
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