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