T_Owen(h, a, jmax, cut_point)
h
|
a numerical vector. Missing values (NaN s) and Inf are allowed.
|
a
|
a numerical scalar. Inf is allowed.
|
jmax
| an integer scalar value which regulates the accuracy of the result (default is 50). See Details below for explanation. |
cut_point
| a scalar value which regulates the behaviour of the algorithm (default is 6). See Details below for explanation. |
a>1
and 0<h<=cut_point
, a series expansion is used,
truncated after jmax
terms.
If a>1
and h>cut_point
, an asymptotic approximation is used.
In the other cases, various reflection properties of the function
are exploited. See the reference below for more information.pnorm2
, psn
owen = T_Owen(1:10, 2)