truncated_normal_rule, a MATLAB code which computes a quadrature rule for a normal probability density function (PDF), sometimes called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
truncated_normal_rule is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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truncated_normal, a MATLAB 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.
truncated_normal_sparse_grid, a MATLAB code which computes a sparse grid based on a normal probability density function (pdf), also called a gaussian distribution, that has been truncated to [a,+oo), (-oo,b] or [a,b].