Phi2rho: Owen's T Function and Bivariate Normal Integral

Computes the Owen's T function or the bivariate normal integral using one of the following: modified Euler's arctangent series, tetrachoric series, or Vasicek's series. For the methods, see Komelj, J. (2023) <doi:10.4236/ajcm.2023.134026> (or reprint <doi:10.48550/arXiv.2312.00011> with better typography) and Vasicek, O. A. (1998) <doi:10.21314/JCF.1998.015>.

Version: 1.0.1
Depends: R (≥ 3.5.0), stats
Imports: Rmpfr
Published: 2023-12-06
Author: Janez Komelj [aut, cre]
Maintainer: Janez Komelj <jkomelj at>
License: GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: Phi2rho results


Reference manual: Phi2rho.pdf


Package source: Phi2rho_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): Phi2rho_1.0.1.tgz, r-oldrel (arm64): Phi2rho_1.0.1.tgz, r-release (x86_64): Phi2rho_1.0.1.tgz, r-oldrel (x86_64): Phi2rho_1.0.1.tgz
Old sources: Phi2rho archive


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