owen

owen, a C++ code which evaluates Owen's T function.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

owen is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

owen_test

asa005, a C++ code which evaluates the CDF of the noncentral T distribution, and uses Owen's T function.

asa076, a C++ code which evaluates Owen's T function.

asa243, a C++ code which evaluates the CDF of the noncentral T distribution.

test_values, a C++ code which includes selected values of many special functions.

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:

Last revised on 29 March 2020.