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Phi2rho (version 1.0.1)

Owen's T Function and Bivariate Normal Integral

Description

Computes the Owen's T function or the bivariate normal integral using one of the following: modified Euler's arctangent series, tetrachoric series, or Vasicek's series. For the methods, see Komelj, J. (2023) (or reprint with better typography) and Vasicek, O. A. (1998) .

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Install

install.packages('Phi2rho')

Monthly Downloads

143

Version

1.0.1

License

GPL-2 | GPL-3

Maintainer

Janez Komelj

Last Published

December 6th, 2023

Functions in Phi2rho (1.0.1)

Phi2xy

Bivariate Normal Integral
Phi2rho-package

Owen's T Function and Bivariate Normal Integral
OwenT

Owen's T Function