truncated_normal_rule, an Octave 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 MIT license
truncated_normal_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
alpert_rule, an Octave code which sets up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.
chebyshev1_rule, an Octave code which can compute and print a gauss-chebyshev type 1 quadrature rule.
chebyshev2_rule, an Octave code which can compute and print a gauss-chebyshev type 2 quadrature rule.
clenshaw_curtis_rule, an Octave code which defines a clenshaw curtis quadrature rule.
gegenbauer_rule, an Octave code which can compute and print a gauss-gegenbauer quadrature rule.
gen_hermite_rule, an Octave code which can compute and print a generalized gauss-hermite quadrature rule.
gen_laguerre_rule, an Octave code which can compute and print a generalized gauss-laguerre quadrature rule.
hermite_rule, an Octave code which can compute and print a gauss-hermite quadrature rule.
jacobi_rule, an Octave code which can compute and print a gauss-jacobi quadrature rule.
laguerre_rule, an Octave code which can compute and print a gauss-laguerre quadrature rule.
legendre_rule, an Octave code which can compute and print a gauss-legendre quadrature rule.
patterson_rule, an Octave code which computes a gauss-patterson quadrature rule.
quadrule, an Octave code which defines 1-dimensional quadrature rules.
truncated_normal, an Octave 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, an Octave 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].