OwenQ: Owen Q-integral

In stla/OwenFunctions: Owen Functions

Description

Evaluates the Owen Q-integral from a to b by numerical integration.

Usage

OwenQ(nu, t, delta, a, b)

Arguments

nu	finite positive number, the number of degrees of freedom
t	finite number, positive or negative
delta	finite number, positive or negative
a	finite positive number, the lower bound of the integral
b	finite positive number, the upper bound of the integral

Value

A number between 0 and 1, the value of the integral from a to b.

Examples

# OwenQ(nu, t, delta, 0, b) = OwenQ1(nu, t, delta, b) (only for integer nu)
OwenQ(4, 3, 2, 0, 6) - OwenQ1(4, 3, 2, 6)
# failure of OwenQ for high value of nu :
nu=300; t=150; delta=160; a=0; b=100
OwenQ(nu, t, delta, a, b)
OwenQ1(nu, t, delta, b)

stla/OwenFunctions documentation built on May 30, 2019, 5:45 p.m.