asa066, a Fortran77 code which computes the cumulative density function (CDF) of the standard normal distribution, by David Hill.
The computer code and data files described and made available on this web page are distributed under the MIT license
asa066 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
ASA111, a FORTRAN77 library which evaluates the percentage points of the normal distribution.
ASA241, a FORTRAN77 library which evaluates the percentage points of the normal distribution.
DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.
NORMAL, a FORTRAN77 library which samples the normal distribution.
PROB, a FORTRAN77 library which evaluates and inverts a number of probabilistic distributions.
TEST_VALUES, a FORTRAN77 library which contains sample values for a number of distributions.
UNIFORM, a FORTRAN77 library which samples the uniform distribution.
Original FORTRAN77 version by David Hill; This version by John Burkardt.