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PowerTOST (version 1.1-08)

OwensQ: Owen's Q-function

Description

Calculates Owen's Q function.

Usage

OwensQ(nu, t, delta, a, b)

Arguments

nu
degree of Owen's Q
t
parameter t
delta
parameter delta
a
lower integration limit
b
upper integration limit

Value

  • Returns the value of Owen's Q-function at given input arguments.

Details

Uses integrate() from package stats to perform the numerical evaluation of the definite integral in Owen's Q. See ../doc/BE_power_sample_size_excerpt.pdf in the package sub-directory /doc for the definition of Owen's Q. The arguments to the function must be scalars. No vectors allowed.

References

Owen, D. B. (1965) "A Special Case of a Bivariate Non-central t-Distribution" Biometrika, 52, 437-446.

Examples

Run this code
# This function is intended for internal use.
OwensQ(10,2.5,5,0,2)
#should give [1] 9.388137e-06

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