asa241

asa241, a MATLAB code which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;

This is a version of Applied Statistics Algorithm 241.

Licensing:

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

Languages:

asa241 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

asa241_test

asa111, a MATLAB code which evaluates the percentage points of the Normal distribution.

prob, a MATLAB code which contains routines for evaluating and inverting the normal CDF, and many other distributions.

test_values, a MATLAB code which contains routines that store selected values of the normal CDF, and many other statistical distributions.

Author:

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

Reference:

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

Source Code:

• normal_01_cdf_values.m, returns some values of the Normal 01 CDF.
• r8_normal_01_cdf_inverse.m, inverts the normal CDF.
• r8poly_value.m, evaluates an R8 polynomial.