asa241

asa241, a C++ code which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura.

This is a version Applied Statistics Algorithm 241.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

asa241 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.

Related Data and Programs:

asa241_test

asa111, a C++ code which evaluates the percentage points of the Normal distribution.

cdflib, a C++ code which contains routines for evaluating and inverting the normal CDF, and many other distributions.

prob, a C++ code which contains routines for evaluating and inverting the normal CDF, and many other distributions.

test_values, a C++ code which contains routines that store selected values of the normal CDF, and many other statistical distributions.

Reference:

1. Michael Wichura,
   The Percentage Points of the Normal Distribution,
   Algorithm AS 241,
   Applied Statistics,
   Volume 37, Number 3, pages 477-484, 1988.

Source Code:

• asa241.cpp, the source code.
• asa241.sh, compiles the source code.
• asa241.hpp, the include file.