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Owens T Function

Source: R/owens_t_function.R
owens_t.Rd

Computes the Owens T function of h and a, giving the probability of the event (X > h and 0 < Y < a * X) where X and Y are independent standard normal random variables.

Usage

owens_t(h, a)

Arguments

h

The first argument of the Owens T function

a

The second argument of the Owens T function

Value

The value of the Owens T function at (h, a).

See also

Boost Documentation for more details on the mathematical background.

Examples

# Owens T Function
owens_t(1, 0.5)
#> [1] 0.04306469