asa111, a FORTRAN90 code which computes the percentage points of the normal probability density function (PDF), by Beasley and Springer.
The code is Applied Statistics Algorithm 111.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa111 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
ASA066, a FORTRAN90 code which evaluates the CDF of the normal distribution.
ASA241, a FORTRAN90 code which evaluates the percentage points of the Normal distribution.
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 a number of probabilistic distributions.
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 JD Beasley, SG Springer; FORTRAN90 version by John Burkardt.