# OWENS Owen's T Function

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

### 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.

### List of Routines:

• BIVARIATE_NORMAL_CDF_VALUES returns some values of the bivariate normal CDF.
• BIVPRB computes a bivariate normal CDF for correlated X and Y.
• NORMAL_01_CDF_VALUES returns some values of the Normal 01 CDF.
• NORMP computes the cumulative density of the standard normal distribution.
• OWEN_VALUES returns some values of Owen's T function.
• Q computes (1/2) * p(H
• T computes Owen's T function for arbitrary H and A.
• TFUN computes Owen's T function for a restricted range of parameters.
• TIMESTAMP prints the current YMDHMS date as a time stamp.
• ZNORM1 evaluates the normal CDF from -oo to Z.
• ZNORM2 evaluates the normal CDF from Z to +oo.

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

Last revised on 23 May 2009.