Special.Owen T Method
Evaluates Owen's T function.
Definition
Namespace: Numerics.NET
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
The value of Owen's T function.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public static double OwenT(
double h,
double a
)
Parameters
Return Value
DoubleThe value of Owen's T function.
Remarks
The computation is based on: Mike Patefield, David Tandy, Fast and Accurate Calculation of Owen's T Function, Journal of Statistical Software, Volume 5, Number 5, 2000, pages 1-25.