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:

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:

• owen.py the source code.
• owen.sh runs all the tests.
• owen.txt, the output file.