asa066, a C++ code which computes the cumulative density function of the standard normal distribution, by David Hill.
The code is Applied Statistics Algorithm 66.
The computer code and data files described and made available on this web page are distributed under the MIT license
asa066 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
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Original FORTRAN77 version by David Hill; C++ version by John Burkardt.