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owens.html
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<html>
<head>
<title>
OWENS - Owen's T Function
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
OWENS <br> Owen's T Function
</h1>
<hr>
<p>
<b>OWENS</b>
is a C++ library which
evaluates Owen's T function.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>OWENS</b> is available in
<a href = "../../c_src/owens/owens.html">a C version</a> and
<a href = "../../cpp_src/owens/owens.html">a C++ version</a> and
<a href = "../../f77_src/owens/owens.html">a FORTRAN77 version</a> and
<a href = "../../f_src/owens/owens.html">a FORTRAN90 version</a> and
<a href = "../../m_src/owens/owens.html">a MATLAB version</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../cpp_src/asa005/asa005.html">
ASA005</a>,
a C++ library which
evaluates the CDF of the noncentral T distribution, and uses Owen's T function.
</p>
<p>
<a href = "../../cpp_src/asa076/asa076.html">
ASA076</a>,
a C++ library which
evaluates Owen's T function.
</p>
<p>
<a href = "../../cpp_src/asa243/asa243.html">
ASA243</a>,
a C++ library which
evaluates the CDF of the noncentral T distribution.
</p>
<p>
<a href = "../../cpp_src/test_values/test_values.html">
TEST_VALUES</a>,
a C++ library which
includes selected values of many special functions.
</p>
<p>
<a href = "../../f77_src/toms462/toms462.html">
TOMS462</a>,
a FORTRAN77 library which
evaluates the bivariate normal distribution;<br>
this is ACM TOMS algorithm 462.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Donald Owen,<br>
Tables for Computing Bivariate Normal Probabilities,<br>
Annals of Mathematical Statistics,<br>
Volume 27, Number 4, December 1956, pages 1075-1090.
</li>
<li>
Mike Patefield, David Tandy,<br>
Fast and Accurate Calculation of Owen's T Function,<br>
Journal of Statistical Software,<br>
Volume 5, Number 5, 2000, pages 1-25.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "owens.cpp">owens.cpp</a>, the source code.
</li>
<li>
<a href = "owens.hpp">owens.hpp</a>, the include file.
</li>
<li>
<a href = "owens.sh">owens.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "owens_prb.cpp">owens_prb.cpp</a>,
a sample calling program.
</li>
<li>
<a href = "owens_prb.sh">owens_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "owens_prb_output.txt">owens_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>BIVARIATE_NORMAL_CDF_VALUES</b> returns some values of the bivariate normal CDF.
</li>
<li>
<b>BIVPRB</b> computes a bivariate normal CDF for correlated X and Y.
</li>
<li>
<b>NORMAL_01_CDF_VALUES</b> returns some values of the Normal 01 CDF.
</li>
<li>
<b>NORMP</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>OWEN_VALUES</b> returns some values of Owen's T function.
</li>
<li>
<b>Q</b> computes (1/2) * p(H<Z) - T(H,AH).
</li>
<li>
<b>R8_ABS</b> returns the absolute value of an R8.
</li>
<li>
<b>T</b> computes Owen's T function for arbitrary H and A.
</li>
<li>
<b>TFUN</b> computes Owen's T function for a restricted range of parameters.
</li>
<li>
<b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
</li>
<li>
<b>ZNORM1</b> evaluates the normal CDF from -oo to Z.
</li>
<li>
<b>ZNORM2</b> evaluates the normal CDF from Z to +oo.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 15 December 2011.
</i>
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