ASA152, a C++ library which computes the "point" or "cumulative" probabilities associated with the hypergeometric probability distribution, by Richard Lund.
ASA152 is Applied Statistics Algorithm 152.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA152 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version
DCDFLIB, a C++ library which evaluates and inverts a number of statistical distributions.
GSL, a C++ library which includes many routines for evaluating probability distributions.
PROB, a C++ library which evaluates and inverts a number of probabilistic distributions.
TEST_VALUES, a C++ library which contains sample values for a number of distributions.
Original FORTRAN77 version by Richard Lund; C++ version by John Burkardt.