asa241, a MATLAB code which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;
This is a version of Applied Statistics Algorithm 241.
The computer code and data files described and made available on this web page are distributed under the MIT 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 MATLAB code which evaluates the percentage points of the Normal distribution.
prob, a MATLAB code which contains routines for evaluating and inverting the normal CDF, and many other distributions.
test_values, a MATLAB code which contains routines that store selected values of the normal CDF, and many other statistical distributions.
Original FORTRAN77 version by Michael Wichura; Matlab version by John Burkardt.