asa111, a FORTRAN77 code which computes the percentage points of the normal distribution, by Beasley and Springer.
This is a version of Applied Statistics Algorithm 111.
The computer code and data files described and made available on this web page are distributed under the MIT license
asa111 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.
asa066, a FORTRAN77 library which evaluates the CDF of the normal distribution.
asa241, a FORTRAN77 library which evaluates the percentage points of the Normal distribution.
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 JD Beasley, SG Springer; This version by John Burkardt.