Evaluates function T(h,a) studied by D.B.Owen
T.Owen(h, a, jmax=50, cut.point=8)
a numerical vector. Missing values (
a numerical scalar.
an integer scalar value which regulates the accuracy of the result. See the section Details below for explanation.
a scalar value which regulates the behaviour of the algorithm, as
explained by the details below (default value:
0<h<=cut.point, a series expansion is used,
h>cut.point, an asymptotic approximation is used.
In the other cases, various reflection properties of the function
are exploited. See the reference below for more information.
a numerical vector
The function T(h,a) studied by Owen (1956) is useful for the computation
of the bivariate normal distribution function and related quantities,
including the distribution function of a skew-normal variate; see
See the reference below for more information on function T(h,a).
Adelchi Azzalini and Francesca Furlan
Owen, D. B. (1956). Tables for computing bivariate normal probabilities. Ann. Math. Statist. 27, 1075-1090.
owen <- T.Owen(1:10, 2)
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