asa066, a C++ code which computes the cumulative density function (CDF) of the standard normal distribution, by David Hill.
The code is a version of Applied Statistics Algorithm 66.
The information on this web page is distributed under the MIT license.
asa066 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 C++ code which evaluates the percentage points of the normal distribution.
asa241, a C++ code which evaluates the percentage points of the normal distribution.
cdflib, a C++ code which evaluates and inverts a number of statistical distributions.
gsl_test, a C++ code which includes many routines for evaluating probability distributions.
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 David Hill; This version by John Burkardt.