Phi2rho
Owen's T Function and Bivariate Normal Integral
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 <arXiv:2312.00011> with better typography) and Vasicek, O. A. (1998) <doi:10.21314/JCF.1998.015>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | Phi2rho_1.0.1.tar.gz |
50.3 KiB |
1.0.1 |
rolling linux/noble R-4.5 | Phi2rho_1.0.1.tar.gz |
50.2 KiB |
1.0.1 |
rolling source/ R- | Phi2rho_1.0.1.tar.gz |
9.3 KiB |
1.0.1 |
latest linux/jammy R-4.5 | Phi2rho_1.0.1.tar.gz |
50.3 KiB |
1.0.1 |
latest linux/noble R-4.5 | Phi2rho_1.0.1.tar.gz |
50.2 KiB |
1.0.1 |
latest source/ R- | Phi2rho_1.0.1.tar.gz |
9.3 KiB |
1.0.1 |
2026-04-26 source/ R- | Phi2rho_1.0.1.tar.gz |
9.3 KiB |
1.0.1 |
2026-04-23 source/ R- | Phi2rho_1.0.1.tar.gz |
9.3 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | Phi2rho_1.0.1.zip |
52.8 KiB |
1.0.1 |
2025-04-20 source/ R- | Phi2rho_1.0.1.tar.gz |
9.3 KiB |