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Tip revision: 10c14452f146bc608ecec1b2d2f07d074a864bf6 authored by Adelchi Azzalini on 06 January 2014, 00:00:00 UTC
version 1.0-0
Tip revision: 10c1445
T.Owen.Rd
%  file sn/man/T.Owen.Rd  
%  This file is a component of the package 'sn' for R
%  copyright (C) 1997-2013 Adelchi Azzalini
%---------------------
\name{T.Owen}
\alias{T.Owen}
\title{
Owen's function
}
\description{
Evaluates function \eqn{T(h,a)} studied by D.B.Owen
}
\usage{
T.Owen(h, a, jmax=50, cut.point=8)
}
\arguments{
\item{h}{
a numerical vector. Missing values (\code{NA}s) and \code{Inf} are allowed.
}
\item{a}{
a numerical scalar. \code{Inf} is allowed.
}
\item{jmax}{
an integer scalar value which regulates the accuracy of the result.
See the section Details below for explanation.
}
\item{cut.point}{
a scalar value which regulates the behaviour of the algorithm, as
explained by the details below (default value: \code{8}).
}}
\value{
a numerical vector
}
\details{
If \code{a>1} and \code{0<h<=cut.point}, a series expansion is used,
truncated after \code{jmax} terms.
If \code{a>1} and \code{h>cut.point}, an asymptotic approximation is used.
In the other cases, various reflection properties of the function
are exploited. See the reference below for more information.
}
\section{Background}{
The function \emph{T(h,a)} studied by Owen (1956) is useful for the computation 
of the bivariate normal distribution function and related quantities, 
including the distribution function of a skew-normal variate; see \code{psn}.
See the reference below for more information on function \eqn{T(h,a)}.
}

\author{Adelchi Azzalini and Francesca Furlan}

\references{
Owen, D. B. (1956).
Tables for computing bivariate normal probabilities.
\emph{Ann. Math. Statist.}
\bold{27}, 1075-1090.
}

\seealso{ \code{\link{psn}}}

\examples{ owen <- T.Owen(1:10, 2)}

\keyword{math}
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