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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 |
| DOI: | 10.32614/CRAN.package.Phi2rho |
| Author: | Janez Komelj [aut, cre] |
| Maintainer: | Janez Komelj <jkomelj at siol.net> |
| 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: Phi2rho_1.0.1.zip, r-release: Phi2rho_1.0.1.zip, r-oldrel: Phi2rho_1.0.1.zip |
| 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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