asa111, a C code which computes the percentage points of the normal distribution, by Beasley and Springer.
This is Applied Statistics Algorithm 111.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa111 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
asa066, a C code which evaluates the CDF of the normal distribution.
asa241, a C code which evaluates the percentage points of the Normal distribution.
normal, a C code which samples the normal distribution.
prob, a C code which evaluates and inverts a number of probabilistic distributions.
test_values, a C code which contains sample values for a number of distributions.
uniform, a C code which samples the uniform distribution.
Original FORTRAN77 version by JD Beasley, SG Springer; C version by John Burkardt.