T.Owen

Evaluates function \(T(h,a)\) studied by D.B.Owen

math

Build and manipulate probability distributions of the skew-normal
family and some related ones, notably the skew-t and the SUN families.
For the skew-normal and the skew-t distributions, statistical methods are
provided for data fitting and model diagnostics, in the univariate and the
multivariate case.

Adelchi Azzalini

The Skew-Normal and Related Distributions Such as the Skew-t and
the SUN

T.Owen function

<dl>
<dt>h</dt>
<dd>a numeric vector. Missing values (<code>NA</code>s) and <code>Inf</code> are
 allowed.</dd>
<dt>a</dt>
<dd>a numeric value. <code>Inf</code> is allowed.</dd>
<dt>jmax</dt>
<dd>an integer scalar value which regulates the accuracy of the result.
 See Section &#8216;Details&#8217; below for explanation.</dd><dt>cut.point</dt>
<dd>a scalar value which regulates the behaviour of the algorithm,
 as explained in Section &#8216;Details&#8217; below (default value: <code>8</code>).</dd> </dl>

Arguments

The function 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</code>.
See the reference below for more information on function \(T(h,a)\).

Background

Adelchi Azzalini and Francesca Furlan

Author

Owen's function — T.Owen

<dl>


<dt>h</dt>
<dd>a numeric vector. Missing values (<code>NA</code>s) and <code>Inf</code> are
 allowed.</dd>


<dt>a</dt>
<dd>a numeric value. <code>Inf</code> is allowed.</dd>


<dt>jmax</dt>
<dd>an integer scalar value which regulates the accuracy of the result.
 See Section &#8216;Details&#8217; below for explanation.</dd>

<dt>cut.point</dt>
<dd>a scalar value which regulates the behaviour of the algorithm,
 as explained in Section &#8216;Details&#8217; below (default value: <code>8</code>).</dd>

 </dl>

T.Owen: Owen's function

Description

Usage

Value

Arguments

Background

Author

Details

References

See Also

Examples