asa066

asa066, a FORTRAN90 code which computes the cumulative density function (CDF) of the standard normal distribution, by David Hill.

The code is Applied Statistics Algorithm 66.

Licensing:

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

Languages:

asa066 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

asa066_test

ASA111, a FORTRAN90 code which evaluates the percentage points of the normal distribution.

ASA241, a FORTRAN90 code which evaluates the percentage points of the normal distribution.

DCDFLIB, a FORTRAN90 code which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

NORMAL, a FORTRAN90 code which samples the normal distribution.

PROB, a FORTRAN90 code which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a FORTRAN90 code which contains sample values for a number of distributions.

UNIFORM, a FORTRAN90 code which samples the uniform distribution.

Author:

Original FORTRAN77 version by David Hill; FORTRAN90 version by John Burkardt.

Reference:

  1. AG Adams,
    Algorithm 39: Areas Under the Normal Curve,
    Computer Journal,
    Volume 12, Number 2, May 1969, pages 197-198.
  2. John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles Mesztenyi, John Rice, Henry Thacher, Christoph Witzgall,
    Computer Approximations,
    Wiley, 1968,
    LC: QA297.C64.
  3. David Hill,
    Algorithm AS 66: The Normal Integral,
    Applied Statistics,
    Volume 22, Number 3, 1973, pages 424-427.

Source Code:

Last revised on 27 August 2021.