CRAN/E | Phi2rho

Phi2rho

Owen's T Function and Bivariate Normal Integral

Installation

About

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 with better typography) and Vasicek, O. A. (1998) doi:10.21314/JCF.1998.015.

Key Metrics

Version 1.0.1
R ≥ 3.5.0
Published 2023-12-06 154 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks Phi2rho results

Downloads

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Maintainer

Maintainer

Janez Komelj

jkomelj@siol.net

Authors

Janez Komelj

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Phi2rho archive

Depends

R ≥ 3.5.0
stats

Imports

Rmpfr