Phi2rho: Owen's T Function and Bivariate Normal Integral

Computes 'Owen's T' function or the bivariate normal integral using one of the following methods: the modified Euler's arctangent series, tetrachoric series, or Vasicek's series. For the methodology, see Komelj, J. (2023) <doi:10.4236/ajcm.2023.134026>, or the revised postprint version with corrected contents and improved typography at <doi:10.48550/arXiv.2312.00011>. Also see the alternative approach by Vasicek, O. A. (1998) <doi:10.21314/JCF.1998.015>.

Version:	1.0.2
Depends:	R (≥ 3.5.0), stats
Imports:	Rmpfr
Published:	2026-06-27
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

Documentation:

Reference manual:

Phi2rho.html , Phi2rho.pdf

Downloads:

Package source:	Phi2rho_1.0.2.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_1.0.2.tgz, r-oldrel (arm64): Phi2rho_1.0.2.tgz, r-release (x86_64): Phi2rho_1.0.2.tgz, r-oldrel (x86_64): Phi2rho_1.0.2.tgz
Old sources:	Phi2rho archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=Phi2rho to link to this page.