owens_t: Owens T Function

View source: R/owens_t_function.R

owens_tR Documentation

Owens T Function

Description

Computes the Owens T function of h and a, giving the probability of the event (X > h and 0 < Y < a * X) where X and Y are independent standard normal random variables.

Usage

owens_t(h, a)

Arguments

h

The first argument of the Owens T function

a

The second argument of the Owens T function

Value

The value of the Owens T function at (h, a).

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Owens T Function
owens_t(1, 0.5)

boostmath documentation built on Dec. 15, 2025, 5:07 p.m.