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

Description Usage Arguments Value Note Note Author(s) References See Also Examples

Description

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

Usage

1
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 needs OwensT() function.

Author(s)

D. Labes

References

Owen D B
"A Special Case of a Bivariate Non-central t-Distribution"
Biometrika Vol. 52, 1965, pp.437-446.
doi: 10.2307/2333696

See Also

OwensQ, OwensT

Examples

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)


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