Skew Normal and Owen's T function

I need to calculate the cdf of a skew normal distribution. This requires the calculation of Owen's T function. Matlab doesn't have either of these in its statistical toolbox. Has anybody got a solution to this problem?

Answer 1

[James Barrett]

There is a matlab implementation here http://people.sc.fsu.edu/~jburkardt/m_src/owens/owens.html

[John Cai]

I have the same problem, but this link has expired.Could you send another valid link?Thank you

[Carlos Maté]

Yes. I agree with John Cai. Could you send another valid link? Thank you

Answer 2

[Jeff Miller]

Here is an updated link: http://people.sc.fsu.edu/~jburkardt/m_src/asa005/tfn.m

[Christoph Funke]

The link seems to have expired again. Would it be possible for you to post an updated link?

[Jeff Miller]

I'm not sure where J. Burkardt has moved it, but I use it in Cupid so it is here: TfnOwen