Owen's T Function and Bivariate Normal Integral

Computes 'Owen's T' function or the bivariate normal integral using one of the following methods: the modified Euler's arctangent series, tetrachoric series, or Vasicek's series. For the methodology, see Komelj, J. (2023) , or the revised postprint version with corrected contents and improved typography at . Also see the alternative approach by Vasicek, O. A. (1998) .


Reference manual

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install.packages("Phi2rho")

1.0.2 by Janez Komelj, 3 months ago


Browse source code at https://github.com/cran/Phi2rho


Authors: Janez Komelj [aut, cre]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports Rmpfr

Depends on stats


See at CRAN