asa241, a FORTRAN90 code which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;
The code is Applied Statistics Algorithm 241.
The code includes two routines, R4_NORMAL_01_CDF_INVERSE, and R8_NORMAL_01_CDF_INVERSE, suitable for single or double precision arithmetic calculations.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa241 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
ASA111, a FORTRAN90 code which evaluates the percentage points of the Normal distribution.
DCDFLIB, a FORTRAN90 code which contains routines for evaluating and inverting the normal CDF, and many other distributions.
PROB, a FORTRAN90 code which contains routines for evaluating and inverting the normal CDF, and many other distributions.
TEST_VALUES, a FORTRAN90 code which contains routines that store selected values of the normal CDF, and many other statistical distributions.
Original FORTRAN77 version by Michael Wichura; FORTRAN90 version by John Burkardt.