asa091, a FORTRAN90 code which computes the percentage points of the Chi-Squared probability density function (PDF), by Best and Roberts.
This code is Applied Statistics Algorithm 91.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa091 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
DCDFLIB, a FORTRAN90 code which evaluates and inverts a number of statistical distributions.
GSL, a C++ library which includes many routines for evaluating probability distributions.
NORMAL, a FORTRAN90 code which samples the normal distribution.
PROB, a FORTRAN90 code which evaluates and inverts many probability distibutions.
TEST_VALUES, a FORTRAN90 code which contains sample values for a number of distributions.
UNIFORM, a FORTRAN90 code which samples the uniform distribution.
Original FORTRAN77 version by Donald Best and DE Roberts; FORTRAN90 version by John Burkardt.