OwenQ2 {OwenQ}R Documentation

Second Owen Q-function

Description

Evaluates the second Owen Q-function (integral from RR to \infty) for an integer value of the degrees of freedom.

Usage

OwenQ2(nu, t, delta, R, algo = 2)

Arguments

nu

integer greater than 11, the number of degrees of freedom

t

number, positive or negative, possibly infinite

delta

vector of finite numbers, with the same length as R

R

(lower bound of the integral) vector of finite positive numbers, with the same length as delta

algo

the algorirthm used, 1 or 2

Value

A vector of numbers between 00 and 11, the values of the integral from RR to \infty.

Note

When the number of degrees of freedom is odd, the procedure resorts to the Owen T-function (OwenT).

References

Owen, D. B. (1965). A special case of a bivariate noncentral t-distribution. Biometrika 52, 437-446.

Examples

# OwenQ1(nu, t, delta, R) + OwenQ2(nu, t, delta, R) equals pt(t, nu, delta):
OwenQ1(nu=5, t=3, delta=2, R=1) + OwenQ2(nu=5, t=3, delta=2, R=1)
pt(q=3, df=5, ncp=2)

[Package OwenQ version 1.0.7 Index]