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+[section:owens_t Owen's T function]
+
+[h4 Synopsis]
+
+``
+#include <boost/math/special_functions/owens_t.hpp>
+``
+
+ namespace boost{ namespace math{
+
+ template <class T>
+ ``__sf_result`` owens_t(T h, T a);
+
+ template <class T, class ``__Policy``>
+ ``__sf_result`` owens_t(T h, T a, const ``__Policy``&);
+
+ }} // namespaces
+
+[h4 Description]
+
+Returns the
+[@http://en.wikipedia.org/wiki/Owen%27s_T_function Owens_t function]
+of ['h] and ['a].
+
+[optional_policy]
+
+[sixemspace][sixemspace][equation owens_t]
+
+[$../graphs/plot_owens_t.png]
+
+The function `owens_t(h, a)` gives the probability
+of the event ['(X > h and 0 < Y < a * X)],
+where ['X] and ['Y] are independent standard normal random variables.
+
+For h and a > 0, T(h,a),
+gives the volume of an uncorrelated bivariate normal distribution
+with zero means and unit variances over the area between
+['y = ax] and ['y = 0] and to the right of ['x = h].
+
+That is the area shaded in the figure below (Owens 1956).
+
+[graph owens_integration_area]
+
+and is also illustrated by a 3D plot.
+
+[$../graphs/plot_owens_3d_xyp.png]
+
+This function is used in the computation of the __skew_normal_distrib.
+It is also used in the computation of bivariate and
+multivariate normal distribution probabilities.
+The return type of this function is computed using the __arg_pomotion_rules:
+the result is of type `double` when T is an integer type, and type T otherwise.
+
+Owen's original paper (page 1077) provides some additional corner cases.
+
+[: ['T(h, 0) = 0]]
+
+[:['T(0, a) = [frac12][pi] arctan(a)]]
+
+[:['T(h, 1) = [frac12] G(h) \[1 - G(h)\]]]
+
+[:['T(h, [infin]) = G(|h|)]]
+
+where G(h) is the univariate normal with zero mean and unit variance integral from -[infin] to h.
+
+[h4 Accuracy]
+
+Over the built-in types and range tested,
+errors are less than 10 * std::numeric_limits<RealType>::epsilon().
+
+[h4 Testing]
+
+Test data was generated by Patefield and Tandy algorithms T1 and T4,
+and also the suggested reference routine T7.
+
+* T1 was rejected if the result was too small compared to `atan(a)` (ie cancellation),
+* T4 was rejected if there was no convergence,
+* Both were rejected if they didn't agree.
+
+Over the built-in types and range tested,
+errors are less than 10 std::numeric_limits<RealType>::epsilon().
+
+However, that there was a whole domain (large ['h], small ['a])
+where it was not possible to generate any reliable test values
+(all the methods got rejected for one reason or another).
+
+There are also two sets of sanity tests: spot values are computed using __Mathematica and __R.
+
+
+[h4 Implementation]
+
+The function was proposed and evaluated by
+[@http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoms/1177728074
+Donald. B. Owen, Tables for computing bivariate normal probabilities,
+Ann. Math. Statist., 27, 1075-1090 (1956)].
+
+The algorithms of Patefield, M. and Tandy, D.
+"Fast and accurate Calculation of Owen's T-Function", Journal of Statistical Software, 5 (5), 1 - 25 (2000)
+are adapted for C++ with arbitrary RealType.
+
+The Patefield-Tandy algorithm provides six methods of evalualution (T1 to T6);
+the best method is selected according to the values of ['a] and ['h].
+See the original paper and the source in
+[@../../../../../boost/math/special_functions/owens_t.hpp owens_t.hpp] for details.
+
+The Patefield-Tandy algorithm is accurate to approximately 20 decimal places, so for
+types with greater precision we use:
+
+* A modified version of T1 which folds the calculation of ['atan(h)] into the T1 series
+(to avoid subtracting two values similar in magnitude), and then accelerates the
+resulting alternating series using method 1 from H. Cohen, F. Rodriguez Villegas, D. Zagier,
+"Convergence acceleration of alternating series", Bonn, (1991). The result is valid everywhere,
+but doesn't always converge, or may become too divergent in the first few terms to sum accurately.
+This is used for ['ah < 1].
+* A modified version of T2 which is accelerated in the same manner as T1. This is used for ['h > 1].
+* A version of T4 only when both T1 and T2 have failed to produce an accurate answer.
+* Fallback to the Patefiled Tandy algorithm when all the above methods fail: this happens not at all
+for our test data at 100 decimal digits precision. However, there is a difficult area when
+['a] is very close to 1 and the precision increases which may cause this to happen in very exceptional
+circumstances.
+
+Using the above algorithm and a 100-decimal digit type, results accurate to 80 decimal places were obtained
+in the difficult area where ['a] is close to 1, and greater than 95 decimal places elsewhere.
+
+[endsect] [/section:owens_t The owens_t Function]
+
+[/
+ Copyright 2012 Bejamin Sobotta, John Maddock and Paul A. Bristow.
+ Distributed under the Boost Software License, Version 1.0.
+ (See accompanying file LICENSE_1_0.txt or copy at
+ http://www.boost.org/LICENSE_1_0.txt).
+]
+
+