ASA076
Owen's T Function
ASA076
is a C++ library which
evaluates Owen's T function,
by Young and Minder.
ASA076 is Applied Statistics Algorithm 76. Source code for many
Applied Statistics Algorithms is available through
STATLIB.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
ASA076 is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
ASA005,
a C++ library which
evaluates the CDF of the noncentral T distribution, and uses Owen's T function.
ASA243,
a C++ library which
evaluates the CDF of the noncentral T distribution.
OWENS,
a C++ library which
evaluates Owen's T function.
Author:
Original FORTRAN77 version by JC Young and Christoph Minder;
C++ version by John Burkardt.
Reference:
-
Richard Boys,
Remark AS R80:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 38, Number 3, 1989, pages 580-582.
-
Youn-Min Chou,
Remark AS R55:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 34, Number 1, 1985, pages 100-101.
-
PW Goedhart, MJW Jansen,
Remark AS R89:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 41, Number 2, 1992, pages 496-497.
-
MA Porter, DJ Winstanley,
Remark AS R30:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,
Applied Statistics,
Volume 28, Number 1, 1979, page 113.
-
JC Young, Christoph Minder,
Algorithm AS 76:
An Algorithm Useful in Calculating Non-Central T and
Bivariate Normal Distributions,
Applied Statistics,
Volume 23, Number 3, 1974, pages 455-457.
Source Code:
Examples and Tests:
List of Routines:
-
ALNORM computes the cumulative density of the standard normal distribution.
-
OWEN_VALUES returns some values of Owen's T function.
-
R8_ABS returns the absolute value of an R8.
-
TFN calculates the T-function of Owen.
-
THA computes Owen's T function.
-
TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the C++ source codes.
Last revised on 20 January 2008.