[SciPy-Dev] Owen's T function

Evgeny Zhurko evgeny.zhurko at gmail.com
Thu Mar 2 19:59:36 EST 2017


Hi all,

I started implementing Owen's T function(
https://github.com/scipy/scipy/pull/7120). I have implemented Omen's T1,
T2, T4,T6 from "Fast and accurate calculation of Owen's T Function (
https://www.jstatsoft.org/article/view/v005i05/t.pdf) already(not pushed
yet).
I have problem with T3 and T5. I can't evaluate C2i - obtained from the
coefficients of Chebyshes
 polynomials in T3 and can't evaluate Wi - wieghts and Xi - values of
abcissas.
As i see in Boost library, they doesn't evaluate C2i, Wi, Xi(constants in
source).

Maybe someone know how i can evaluate it using scipy or numpy?

Best Regards,
Evgeny Zhurko
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