truncated_normal_rule, a Fortran77 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 MIT license
truncated_normal_rule is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and a Python version.
clenshaw_curtis_rule, a Fortran77 program which defines a Clenshaw Curtis quadrature rule.
LAGUERRE_RULE, a Fortran77 program which can compute and print a Gauss-Laguerre quadrature rule for estimating the integral of a function with density exp(-x) over the interval [0,+oo).
PATTERSON_RULE, a Fortran77 program which returns the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.
QUADRULE, a Fortran77 library which defines 1-dimensional quadrature rules.
TRUNCATED_NORMAL, a Fortran77 library 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.