owen
owen,
a Python code 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 MIT license
Languages:
owen is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version and
a Python version.
Related Data and Programs:
test_values,
a Python code which
includes selected values of many special functions.
Reference:
-
Donald Owen,
Tables for Computing Bivariate Normal Probabilities,
Annals of Mathematical Statistics,
Volume 27, Number 4, December 1956, pages 1075-1090.
-
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:
Last revised on 13 July 2017.