asa076
asa076,
a MATLAB code which
evaluates Owen's T function,
by Young and Minder.
This is Applied Statistics Algorithm 76.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the MIT license
Languages:
asa076 is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
asa076_test
asa005,
a MATLAB code which
evaluates the CDF of the noncentral T distribution, and uses Owen's T function.
asa243,
a MATLAB code which
evaluates the CDF of the noncentral T distribution.
owen,
a MATLAB code which
evaluates Owen's T function.
Author:
Original FORTRAN77 version by JC Young and Christoph Minder;
MATLAB version by John Burkardt.
Reference:

Richard Boys,
Remark AS R80:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 38, Number 3, 1989, pages 580582.

YounMin Chou,
Remark AS R55:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 34, Number 1, 1985, pages 100101.

PW Goedhart, MJW Jansen,
Remark AS R89:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 41, Number 2, 1992, pages 496497.

MA Porter, DJ Winstanley,
Remark AS R30:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 28, Number 1, 1979, page 113.

JC Young, Christoph Minder,
Algorithm AS 76:
An Algorithm Useful in Calculating NonCentral T and
Bivariate Normal Distributions,
Applied Statistics,
Volume 23, Number 3, 1974, pages 455457.
Source Code:

alnorm.m
computes the cumulative density of the standard normal distribution.

tfn.m
calculates the Tfunction of Owen.

tha.m
computes Owen's T function.
Last revised on 25 November 2018.