jburkardt

ASA076\ Owen’s T Function {#asa076-owens-t-function align=”center”} =================

---

ASA076 is a C++ library which evaluates Owen’s T function, by Young and Minder.

ASA076 is Applied Statistics Algorithm 76. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align=”center”}

ASA076 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs: {#related-data-and-programs align=”center”}

ASA005, a C++ library which evaluates the CDF of the noncentral T distribution, and uses Owen’s T function.

ASA243, a C++ library which evaluates the CDF of the noncentral T distribution.

OWENS, a C++ library which evaluates Owen’s T function.

Author: {#author align=”center”}

Original FORTRAN77 version by JC Young and Christoph Minder; C++ version by John Burkardt.

Reference: {#reference align=”center”}

1. Richard Boys,\ Remark AS R80: A Remark on Algorithm AS76: An Integral Useful in Calculating Noncentral T and Bivariate Normal Probabilities,\ Applied Statistics,\ Volume 38, Number 3, 1989, pages 580-582.
2. Youn-Min Chou,\ Remark AS R55: A Remark on Algorithm AS76: An Integral Useful in Calculating Noncentral T and Bivariate Normal Probabilities,\ Applied Statistics,\ Volume 34, Number 1, 1985, pages 100-101.
3. PW Goedhart, MJW Jansen,\ Remark AS R89: A Remark on Algorithm AS76: An Integral Useful in Calculating Noncentral T and Bivariate Normal Probabilities,\ Applied Statistics,\ Volume 41, Number 2, 1992, pages 496-497.
4. MA Porter, DJ Winstanley,\ Remark AS R30: A Remark on Algorithm AS76: An Integral Useful in Calculating Noncentral T and Bivariate Normal Probabilities,\ Applied Statistics,\ Volume 28, Number 1, 1979, page 113.
5. JC Young, Christoph Minder,\ Algorithm AS 76: An Algorithm Useful in Calculating Non-Central T and Bivariate Normal Distributions,\ Applied Statistics,\ Volume 23, Number 3, 1974, pages 455-457.

Source Code: {#source-code align=”center”}

• asa076.cpp, the source code.
• asa076.hpp, the include file.

Examples and Tests: {#examples-and-tests align=”center”}

• asa076_prb.cpp, a sample calling program.
• asa076_prb_output.txt, the output file.

List of Routines: {#list-of-routines align=”center”}

• ALNORM computes the cumulative density of the standard normal distribution.
• OWEN_VALUES returns some values of Owen’s T function.
• R8_ABS returns the absolute value of an R8.
• TFN calculates the T-function of Owen.
• THA computes Owen’s T function.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

---

Last revised on 20 January 2008.