asa066, a MATLAB code which computes the cumulative density function (CDF) of the standard normal distribution, by David Hill.
This is a version of Applied Statistics Algorithm 66.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa066 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
asa111, a MATLAB code which evaluates the percentage points of the normal distribution.
asa241, a MATLAB code which evaluates the percentage points of the normal distribution.
normal, a MATLAB code which samples the normal distribution.
prob, a MATLAB code which evaluates and inverts a number of probabilistic distributions.
test_values, a MATLAB code which contains sample values for a number of distributions.
uniform, a MATLAB code which samples the uniform distribution.
Original FORTRAN77 version by David Hill; MATLAB version by John Burkardt.