asa241, a Fortran90 code which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;
The code is a version of Applied Statistics Algorithm 241.
The information on this web page is distributed under the MIT license.
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.
asa111, a Fortran90 code which evaluates the percentage points of the Normal distribution.
cdflib, a Fortran90 code which contains routines for evaluating and inverting the normal CDF, and many other distributions.
prob, a Fortran90 code which contains routines for evaluating and inverting the normal CDF, and many other distributions.
test_values, a Fortran90 code which contains routines that store selected values of the normal CDF, and many other statistical distributions.
Original Fortran77 version by Michael Wichura; This version by John Burkardt.