Phi2rho

Owen's T Function and Bivariate Normal Integral

CRAN Package

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) doi:10.4236/ajcm.2023.134026 (or reprint doi:10.48550/arXiv.2312.00011 with better typography) and Vasicek, O. A. (1998) doi:10.21314/JCF.1998.015.

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