ASA241, a C library which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;
ASA241 is Applied Statistics Algorithm 241. Source code for many Applied Statistics Algorithms is available through STATLIB.
The library includes two routines, R4_NORMAL_01_CDF_INVERSE, and R8_NORMAL_01_CDF_INVERSE, suitable for single precision real or double precision real arithmetic calculations.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA241 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
ASA111, a C library which evaluates the percentage points of the Normal distribution.
PROB, a C library which contains routines for evaluating and inverting the normal CDF, and many other distributions.
TEST_VALUES, a C library which contains routines that store selected values of the normal CDF, and many other statistical distributions.
Original FORTRAN77 version by Michael Wichura; C version by John Burkardt.