OwensQOwen {PowerTOST} | R Documentation |
Owen's Q-function via repeated integration by parts
Description
This is an implementation of the algorithm given by Owen via repeated integration by parts.
Usage
OwensQOwen(nu, t, delta, a=0, b)
Arguments
nu |
degree of Owen’s Q |
t |
parameter t |
delta |
parameter delta |
a |
lower integration limit. |
b |
upper integration limit |
Value
Numeric value of Owen’s Q function.
Note
The argument a=0
could be dropped but is retained for sake of completeness.
Note
This function is mainly for comparative / validation purposes.
The function requireds OwensT
function.
Author(s)
D. Labes
References
Owen DB. A special case of a bivariate non-central t-distribution. Biometrika. 1965;52(3/4):437–46. doi:10.2307/2333696
See Also
Examples
# comparison of the results of both implementations
# both should give [1] 0.0731726
OwensQ(2, 2.92, 4.2135, 0, 2.0407)
OwensQOwen(2, 2.92, 4.2135, 0, 2.0407)
[Package PowerTOST version 1.5-6 Index]