OwenQ (version 1.0.7)

OwenQ2: Second Owen Q-function

Description

Evaluates the second Owen Q-function (integral from \(R\) to \(\infty\)) for an integer value of the degrees of freedom.

Usage

OwenQ2(nu, t, delta, R, algo = 2)

Value

A vector of numbers between \(0\) and \(1\), the values of the integral from \(R\) to \(\infty\).

Arguments

nu

integer greater than \(1\), the number of degrees of freedom

t

number, positive or negative, possibly infinite

delta

vector of finite numbers, with the same length as R

R

(lower bound of the integral) vector of finite positive numbers, with the same length as delta

algo

the algorirthm used, 1 or 2

References

Owen, D. B. (1965). A special case of a bivariate noncentral t-distribution. Biometrika 52, 437-446.

Examples

# OwenQ1(nu, t, delta, R) + OwenQ2(nu, t, delta, R) equals pt(t, nu, delta):
OwenQ1(nu=5, t=3, delta=2, R=1) + OwenQ2(nu=5, t=3, delta=2, R=1)
pt(q=3, df=5, ncp=2)