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asa076.html
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<html>
<head>
<title>
ASA076 - Owen's T Function
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA076 <br> Owen's T Function
</h1>
<hr>
<p>
<b>ASA076</b>
is a FORTRAN90 library which
evaluates Owen's T function,
by Young and Minder.
</p>
<p>
<b>ASA076</b> is Applied Statistics Algorithm 76. Source code for many
Applied Statistics Algorithms is available through
<a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>.
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ASA076</b> is available in
<a href = "../../c_src/asa076/asa076.html">a C version</a> and
<a href = "../../cpp_src/asa076/asa076.html">a C++ version</a> and
<a href = "../../f77_src/asa076/asa076.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa076/asa076.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa076/asa076.html">a MATLAB version.</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f77_src/asa005/asa005.html">
ASA005</a>,
a FORTRAN77 library which
evaluates the CDF of the noncentral T distribution, and uses Owen's T function.
</p>
<p>
<a href = "../../f77_src/asa243/asa243.html">
ASA243</a>,
a FORTRAN77 library which
evaluates the CDF of the noncentral T distribution.
</p>
<p>
<a href = "../../f77_src/owens/owens.html">
OWENS</a>,
a FORTRAN77 library which
evaluates Owen's T function.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by JC Young and Christoph Minder;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Richard Boys,<br>
Remark AS R80:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,<br>
Applied Statistics,<br>
Volume 38, Number 3, 1989, pages 580-582.
</li>
<li>
Youn-Min Chou,<br>
Remark AS R55:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,<br>
Applied Statistics,<br>
Volume 34, Number 1, 1985, pages 100-101.
</li>
<li>
PW Goedhart, MJW Jansen,<br>
Remark AS R89:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,<br>
Applied Statistics,<br>
Volume 41, Number 2, 1992, pages 496-497.
</li>
<li>
MA Porter, DJ Winstanley,<br>
Remark AS R30:
A Remark on Algorithm AS76:
An Integral Useful in Calculating Noncentral T and Bivariate
Normal Probabilities,<br>
Applied Statistics,<br>
Volume 28, Number 1, 1979, page 113.
</li>
<li>
JC Young, Christoph Minder,<br>
Algorithm AS 76:
An Algorithm Useful in Calculating Non-Central T and
Bivariate Normal Distributions,<br>
Applied Statistics,<br>
Volume 23, Number 3, 1974, pages 455-457.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa076.f90">asa076.f90</a>, the source code.
</li>
<li>
<a href = "asa076.sh">asa076.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa076_prb.f90">asa076_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "asa076_prb.sh">asa076_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "asa076_prb_output.txt">asa076_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>ALNORM</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>OWEN_VALUES</b> returns some values of Owen's T function.
</li>
<li>
<b>TFN</b> calculates the T-function of Owen.
</li>
<li>
<b>THA</b> computes Owen's T function.
</li>
<li>
<b>TIMESTAMP</b> prints out the current YMDHMS date as a timestamp.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../f_src.html">
the FORTRAN90 source codes</a>.
</p>
<hr>
<i>
Last revised on 16 January 2008.
</i>
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</body>
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</html>