<title>Owen's T function</title>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
<a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">owens_t</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">h</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">a</span><span class="special">);</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
-<a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">owens_t</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">h</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<a class="link" href="result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">owens_t</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">h</span><span class="special">,</span> <span class="identifier">T</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
function</a> of <span class="emphasis"><em>h</em></span> and <span class="emphasis"><em>a</em></span>.
</p>
<p>
- The final <a class="link" href="../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
+ The final <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
be used to control the behaviour of the function: how it handles errors, what
- level of precision to use etc. Refer to the <a class="link" href="../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">policy documentation
+ level of precision to use etc. Refer to the <a class="link" href="../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">policy documentation
for more details</a>.
</p>
<p>
-     <span class="inlinemediaobject"><img src="../../equations/owens_t.svg"></span>
+    
</p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../equations/owens_t.svg"></span>
+
+ </p></blockquote></div>
<p>
<span class="inlinemediaobject"><img src="../../graphs/plot_owens_t.png"></span>
</p>
<p>
That is the area shaded in the figure below (Owens 1956).
</p>
-<p>
- <span class="inlinemediaobject"><img src="../../graphs/owens_integration_area.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../graphs/owens_integration_area.svg" align="middle"></span>
+
+ </p></blockquote></div>
<p>
and is also illustrated by a 3D plot.
</p>
Owen's original paper (page 1077) provides some additional corner cases.
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
- <span class="emphasis"><em>T(h, 0) = 0</em></span>
+ <span class="serif_italic"><span class="emphasis"><em>T(h, 0) = 0</em></span></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
- <span class="emphasis"><em>T(0, a) = ½π arctan(a)</em></span>
+ <span class="serif_italic"><span class="emphasis"><em>T(0, a) = ½π arctan(a)</em></span></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
- <span class="emphasis"><em>T(h, 1) = ½ G(h) [1 - G(h)]</em></span>
+ <span class="serif_italic"><span class="emphasis"><em>T(h, 1) = ½ G(h) [1 - G(h)]</em></span></span>
</p></blockquote></div>
<div class="blockquote"><blockquote class="blockquote"><p>
- <span class="emphasis"><em>T(h, ∞) = G(|h|)</em></span>
+ <span class="serif_italic"><span class="emphasis"><em>T(h, ∞) = G(|h|)</em></span></span>
</p></blockquote></div>
<p>
where G(h) is the univariate normal with zero mean and unit variance integral
Over the built-in types and range tested, errors are less than 10 * std::numeric_limits<RealType>::epsilon().
</p>
<div class="table">
-<a name="math_toolkit.owens_t.table_owens_t"></a><p class="title"><b>Table 7.86. Error rates for owens_t</b></p>
+<a name="math_toolkit.owens_t.table_owens_t"></a><p class="title"><b>Table 8.86. Error rates for owens_t</b></p>
<div class="table-contents"><table class="table" summary="Error rates for owens_t">
<colgroup>
<col>