ASA111
Percentage Points of the Normal Probability Density Function

ASA111 is a FORTRAN90 library which computes the percentage points of the normal probability density function, by Beasley and Springer.

ASA111 is Applied Statistics Algorithm 111.

Languages:

ASA111 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA066, a FORTRAN90 library which evaluates the CDF of the normal distribution.

ASA241, a FORTRAN90 library which evaluates the percentage points of the Normal distribution.

DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

NORMAL, a FORTRAN90 library which samples the normal distribution.

PROB, a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a FORTRAN90 library which contains sample values for a number of distributions.

UNIFORM, a FORTRAN90 library which samples the uniform distribution.

Author:

Original FORTRAN77 version by JD Beasley, SG Springer; FORTRAN90 version by John Burkardt.

Reference:

1. JD Beasley, SG Springer,
   Algorithm AS 111: The Percentage Points of the Normal Distribution,
   Applied Statistics,
   Volume 26, Number 1, 1977, pages 118-121.

Source Code:

• asa111.f90, the source code.

Examples and Tests:

• asa111_test.f90, a sample calling program.
• asa111_test.txt, the output from a run of the sample program.

List of Routines:

• NORMAL_01_CDF_VALUES returns some values of the Normal 01 CDF.
• PPND produces the normal deviate value corresponding to lower tail area = P.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN90 source codes.