This is an implementation of the algorithm given in Owen's original paper (Biometrica 1965) via repeated integration by parts.

1 | ```
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 needs `OwensT()`

function.

D. Labes

Owen D B

"A Special Case of a Bivariate Non-central t-Distribution"

Biometrika Vol. 52, 1965, pp.437-446.

doi: 10.2307/2333696

`OwensQ`

, `OwensT`

1 2 3 4 | ```
# 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)
``` |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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