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<title>Owen's T function</title>
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@@ -37,8 +37,8 @@
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</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">&lt;</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&#160;18.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</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&#160;18.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="keyword">template</span> <span class="special">&lt;</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 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</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 21. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;);</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
@@ -51,14 +51,18 @@
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&#160;18.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
The final <a class="link" href="../policy.html" title="Chapter 21. 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&#160;18.&#160;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 21. Policies: Controlling Precision, Error Handling etc">policy documentation
for more details</a>.
</p>
<p>
&#8198; &#8198; <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>
@@ -76,9 +80,10 @@
<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>
@@ -97,20 +102,20 @@
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) = &#189;&#960; 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) = &#189; 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, &#8734;) = 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
from -&#8734; to h.
from - to h.
</p>
<h5>
<a name="math_toolkit.owens_t.h2"></a>
@@ -120,7 +125,7 @@
Over the built-in types and range tested, errors are less than 10 * std::numeric_limits&lt;RealType&gt;::epsilon().
</p>
<div class="table">
<a name="math_toolkit.owens_t.table_owens_t"></a><p class="title"><b>Table&#160;6.83.&#160;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>
@@ -134,22 +139,22 @@
</th>
<th>
<p>
Microsoft Visual C++ version 12.0<br> Win32<br> double
GNU C++ version 7.1.0<br> linux<br> double
</p>
</th>
<th>
<p>
GNU C++ version 5.1.0<br> linux<br> double
GNU C++ version 7.1.0<br> linux<br> long double
</p>
</th>
<th>
<p>
GNU C++ version 5.1.0<br> linux<br> long double
Sun compiler version 0x5150<br> Sun Solaris<br> long double
</p>
</th>
<th>
<p>
Sun compiler version 0x5130<br> Sun Solaris<br> long double
Microsoft Visual C++ version 14.1<br> Win32<br> double
</p>
</th>
</tr></thead>
@@ -162,22 +167,22 @@
</td>
<td>
<p>
<span class="blue">Max = 4.37&#949; (Mean = 0.973&#949;)</span>
<span class="blue">Max = 0ε (Mean = 0ε)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
<span class="blue">Max = 3.34ε (Mean = 0.944ε)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 3.34&#949; (Mean = 0.942&#949;)</span>
<span class="blue">Max = 3.34ε (Mean = 0.911ε)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 3.34&#949; (Mean = 0.91&#949;)</span>
<span class="blue">Max = 4.3 (Mean = 0.9)</span>
</p>
</td>
</tr>
@@ -189,22 +194,22 @@
</td>
<td>
<p>
<span class="blue">Max = 3.78&#949; (Mean = 0.621&#949;)</span>
<span class="blue">Max = 0ε (Mean = 0ε)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 0&#949; (Mean = 0&#949;)</span>
<span class="blue">Max = 49ε (Mean = 2.16ε)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 49&#949; (Mean = 2.16&#949;)</span>
<span class="blue">Max = 24.5ε (Mean = 1.39ε)</span>
</p>
</td>
<td>
<p>
<span class="blue">Max = 24.5&#949; (Mean = 1.38&#949;)</span>
<span class="blue">Max = 3.78ε (Mean = 0.621ε)</span>
</p>
</td>
</tr>
@@ -258,7 +263,7 @@
(2000) are adapted for C++ with arbitrary RealType.
</p>
<p>
The Patefield-Tandy algorithm provides six methods of evalualution (T1 to T6);
The Patefield-Tandy algorithm provides six methods of evaluation (T1 to T6);
the best method is selected according to the values of <span class="emphasis"><em>a</em></span>
and <span class="emphasis"><em>h</em></span>. See the original paper and the source in <a href="../../../../../boost/math/special_functions/owens_t.hpp" target="_top">owens_t.hpp</a>
for details.
@@ -301,11 +306,11 @@
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2010, 2012-2014, 2017 Nikhar
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan R&#229;de, Gautam
Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle Walker
and Xiaogang Zhang<p>
<td align="right"><div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
@@ -313,7 +318,7 @@
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