OWENS
Owen's T Function


OWENS is a FORTRAN90 program which evaluates Owen's T function.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

OWENS is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version

Related Data and Programs:

ASA005, a FORTRAN90 library which evaluates the CDF of the noncentral T distribution, and uses Owen's T function.

ASA076, a FORTRAN90 library which evaluates Owen's T function.

ASA243, a FORTRAN90 library which evaluates the CDF of the noncentral T distribution.

TEST_VALUES, a FORTRAN90 library which includes selected values of many special functions.

TOMS462, a FORTRAN90 library which evaluates the upper right tail of the bivariate normal distribution; that is, the probability that normal variables X and Y with correlation R will satisfy H <= X and K <= Y; this is a FORTRAN90 version of ACM TOMS algorithm 462.

Reference:

  1. Donald Owen,
    Tables for Computing Bivariate Normal Probabilities,
    Annals of Mathematical Statistics,
    Volume 27, Number 4, December 1956, pages 1075-1090.
  2. Mike Patefield, David Tandy,
    Fast and Accurate Calculation of Owen's T Function,
    Journal of Statistical Software,
    Volume 5, Number 5, 2000, pages 1-25.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 23 May 2009.