OwensQOwen: Owen's Q-function via repeated integration by parts

In PowerTOST: Power and Sample Size for (Bio)Equivalence Studies

Owen's Q-function via repeated integration by parts

Description

This is an implementation of the algorithm given by Owen via repeated integration by parts.

Usage

OwensQOwen(nu, t, delta, a=0, b)

Arguments

nu	degree of Owen’s Q
t	parameter t
delta	parameter delta
a	lower integration limit. Only a=0 implemented, other values give an error.
b	upper integration limit

Value

Numeric value of Owen’s Q function.

Note

The argument a=0 could be dropped but is retained for sake of completeness.

Note

This function is mainly for comparative / validation purposes.
The function requireds OwensT function.

Author(s)

D. Labes

References

Owen DB. A special case of a bivariate non-central t-distribution. Biometrika. 1965;52(3/4):437–46. doi: 10.2307/2333696

See Also

OwensQ, OwensT

Examples

# 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)

PowerTOST documentation built on March 18, 2022, 5:47 p.m.