ASA076
Owen's T Function

ASA076 is a MATLAB program, using double precision arithmetic, which evaluates Owen's T function.

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

Related Data and Programs:

ASA005 is a FORTRAN77 library which evaluates the CDF of the noncentral T distribution, and uses Owen's T function.

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

ASA243 is a FORTRAN77 library which evaluates the CDF of the noncentral T distribution.

OWENS is a FORTRAN77 library which evaluates Owen's T function.

Reference:

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:

• alnorm.m computes the cumulative density of the standard normal distribution.
• owen_values.m returns some values of Owen's T function.
• tfn.m calculates the T-function of Owen.
• tha.m computes Owen's T function.
• timestamp.m prints out the current YMDHMS date as a timestamp.

Examples and Tests:

• asa076_prb.m, a sample calling program.
• asa076_test01.m, tests TFN.
• asa076_test02.m, tests THA.
• asa076_test_output.txt, the output file.

You can go up one level to the MATLAB source codes.