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Phi2rho  

Owen's T Function and Bivariate Normal Integral
View on CRAN: Click here


Download and install Phi2rho package within the R console
Install from CRAN:
install.packages("Phi2rho")

Install from Github:
library("remotes")
install_github("cran/Phi2rho")

Install by package version:
library("remotes")
install_version("Phi2rho", "1.0.1")



Attach the package and use:
library("Phi2rho")
Maintained by
Janez Komelj
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-20
Latest Update: 2023-12-06
Description:
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) (or reprint with better typography) and Vasicek, O. A. (1998) .
How to cite:
Janez Komelj (2023). Phi2rho: Owen's T Function and Bivariate Normal Integral. R package version 1.0.1, https://cran.r-project.org/web/packages/Phi2rho. Accessed 06 Jan. 2025.
Previous versions and publish date:
1.0 (2023-07-20 15:50)
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