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.
CHEBYSHEV1_RULE, a C++ code which can compute and print a Gauss-Chebyshev type 1 quadrature rule.
CHEBYSHEV2_RULE, a C++ code which can compute and print a Gauss-Chebyshev type 2 quadrature rule.
CLENSHAW_CURTIS_RULE, a C++ code which defines a Clenshaw Curtis quadrature rule.
GEGENBAUER_RULE, a C++ code which can compute and print a Gauss-Gegenbauer quadrature rule.
GEN_HERMITE_RULE, a C++ code which can compute and print a generalized Gauss-Hermite quadrature rule.
GEN_LAGUERRE_RULE, a C++ code which can compute and print a generalized Gauss-Laguerre quadrature rule.
HERMITE_RULE, a C++ code which can compute and print a Gauss-Hermite quadrature rule.
JACOBI_RULE, a C++ code which can compute and print a Gauss-Jacobi quadrature rule.
LAGUERRE_RULE, a C++ code which can compute and print a Gauss-Laguerre quadrature rule.
LEGENDRE_RULE, a C++ code which can compute and print a Gauss-Legendre quadrature rule.
LINE_FELIPPA_RULE, a C++ code which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.
PATTERSON_RULE, a C++ code which computes a Gauss-Patterson quadrature rule.
QUADRULE, a C++ code which defines 1-dimensional quadrature rules.
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.