truncated_normal_rule, a C code which computes a quadrature rule for a normal probability density function (PDF), sometimes called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
truncated_normal_rule is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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LAGUERRE_RULE, a C code which can compute and print a Gauss-Laguerre quadrature rule for estimating the integral of a function with density exp(-x) over the interval [0,+oo).
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TRUNCATED_NORMAL, a C code which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.