asa241

asa241, an Octave 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 an Octave version and a Python version.

Related Data and Programs:

asa241_test

asa111, an Octave code which evaluates the percentage points of the Normal distribution.

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

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

Author:

Original FORTRAN77 version by Michael Wichura; This 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.