ASA241
Inverse of Normal Cumulative Density Function (CDF)


ASA241 is a C library which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;

ASA241 is Applied Statistics Algorithm 241. Source code for many Applied Statistics Algorithms is available through STATLIB.

The library includes two routines, R4_NORMAL_01_CDF_INVERSE, and R8_NORMAL_01_CDF_INVERSE, suitable for single precision real or double precision real arithmetic calculations.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA241 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA111, a C library which evaluates the percentage points of the Normal distribution.

PROB, a C library which contains routines for evaluating and inverting the normal CDF, and many other distributions.

TEST_VALUES, a C library which contains routines that store selected values of the normal CDF, and many other statistical distributions.

Author:

Original FORTRAN77 version by Michael Wichura; C version by John Burkardt.

Reference:

  1. Michael Wichura,
    The Percentage Points of the Normal Distribution,
    Algorithm AS 241,
    Applied Statistics,
    Volume 37, Number 3, pages 477-484, 1988.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C source codes.


Last revised on 19 March 2010.