OwensQ(nu, t, delta, a, b)
integrate()
function may fail (see ?integrate
) and
OwensQ()
then returns erroneously 0.
The function now tries to return a value via non-central t-approximation in
such cases. This approximation is up to 6 decimals correct as far as tested.
OwensQ()
issues a warning if the nct-approximation is used.integrate()
from package stats to perform the numerical evaluation
of the definite integral in Owen's Q function.
See integrate()
may fail the function
OwensQOwen()
is used.
The arguments to the function must be scalars. No vectors allowed.OwensQOwen
# This function is mainly intended for internal use.
OwensQ(10,2.5,5,0,2)
#should give [1] 9.388137e-06
OwensQ(10,-2.5,-5,0,2)
#should give [1] 0.05264363
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