TRUNCATED_NORMAL_RULE, a FORTRAN90 program which computes a quadrature rule for a normal probability density function (PDF), sometimes called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
TRUNCATED_NORMAL_RULE is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.
ALPERT_RULE, a FORTRAN90 library which can set up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.
CHEBYSHEV1_RULE, a FORTRAN90 program which can compute and print a Gauss-Chebyshev type 1 quadrature rule.
CHEBYSHEV2_RULE, a FORTRAN90 program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.
CLENSHAW_CURTIS_RULE, a FORTRAN90 program which defines a Clenshaw Curtis quadrature rule.
GEGENBAUER_RULE, a FORTRAN90 program which can compute and print a Gauss-Gegenbauer quadrature rule.
GEN_HERMITE_RULE, a FORTRAN90 program which can compute and print a generalized Gauss-Hermite quadrature rule.
GEN_LAGUERRE_RULE, a FORTRAN90 program which can compute and print a generalized Gauss-Laguerre quadrature rule.
HERMITE_RULE, a FORTRAN90 program which can compute and print a Gauss-Hermite quadrature rule.
JACOBI_RULE, a FORTRAN90 program which can compute and print a Gauss-Jacobi quadrature rule.
LAGUERRE_RULE, a FORTRAN90 program which can compute and print a Gauss-Laguerre quadrature rule.
LEGENDRE_RULE, a FORTRAN90 program which can compute and print a Gauss-Legendre quadrature rule.
PATTERSON_RULE, a FORTRAN90 program which returns the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.
PATTERSON_RULE_COMPUTE, a FORTRAN90 program which computes the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.
QUADRULE, a FORTRAN90 library which defines 1-dimensional quadrature rules.
TRUNCATED_NORMAL, a FORTRAN90 library which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.
"OPTION0" computes a quadrature rule for the normal distribution, n = 5, mu = 1.0, sigma = 2.0;
"OPTION1" computes a quadrature rule for the lower truncated normal distribution, n = 9, mu = 2.0, sigma = 0.5, a = 0.0;
"OPTION2" computes a quadrature rule for the upper truncated normal distribution, n = 9, mu = 2.0, sigma = 0.5, b = 3.0;
"OPTION3" computes a quadrature rule for the doubly truncated normal distribution, n = 5, mu = 100.0, sigma = 25.0, a = 50.0, b = 100.0;
You can go up one level to the FORTRAN90 source codes.