log_normal, a FORTRAN90 code which can evaluate quantities associated with the log normal Probability Density Function (PDF).
If X is a variable drawn from the log normal distribution, then correspondingly, the logarithm of X will have the normal distribution.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
log_normal is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
NORMAL, a FORTRAN90 code which samples the normal distribution.
PDFLIB, a FORTRAN90 code which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.
PROB, a FORTRAN90 code which evaluates, samples, inverts, and characterizes a number of Probability Density Functions (PDF's) and Cumulative Density Functions (CDF's), including anglit, arcsin, benford, birthday, bernoulli, beta_binomial, beta, binomial, bradford, burr, cardiod, cauchy, chi, chi squared, circular, cosine, deranged, dipole, dirichlet mixture, discrete, empirical, english sentence and word length, error, exponential, extreme values, f, fisk, folded normal, frechet, gamma, generalized logistic, geometric, gompertz, gumbel, half normal, hypergeometric, inverse gaussian, laplace, levy, logistic, log normal, log series, log uniform, lorentz, maxwell, multinomial, nakagami, negative binomial, normal, pareto, planck, poisson, power, quasigeometric, rayleigh, reciprocal, runs, sech, semicircular, student t, triangle, uniform, von mises, weibull, zipf.
TRUNCATED_NORMAL, a FORTRAN90 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.
UNIFORM, a FORTRAN90 code which samples the uniform distribution.