TRUNCATED_NORMAL_RULE, a MATLAB program 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.
ALPERT_RULE, a MATLAB library which can set up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.
CHEBYSHEV1_RULE, a MATLAB program which can compute and print a Gauss-Chebyshev type 1 quadrature rule.
CHEBYSHEV2_RULE, a MATLAB program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.
CLENSHAW_CURTIS_RULE, a MATLAB program which defines a Clenshaw Curtis quadrature rule.
GEGENBAUER_RULE, a MATLAB program which can compute and print a Gauss-Gegenbauer quadrature rule.
GEN_HERMITE_RULE, a MATLAB program which can compute and print a generalized Gauss-Hermite quadrature rule.
GEN_LAGUERRE_RULE, a MATLAB program which can compute and print a generalized Gauss-Laguerre quadrature rule.
HERMITE_RULE, a MATLAB program which can compute and print a Gauss-Hermite quadrature rule.
JACOBI_RULE, a MATLAB program which can compute and print a Gauss-Jacobi quadrature rule.
LAGUERRE_RULE, a MATLAB program which can compute and print a Gauss-Laguerre quadrature rule.
LEGENDRE_RULE, a MATLAB program which can compute and print a Gauss-Legendre quadrature rule.
PATTERSON_RULE, a MATLAB program which computes a Gauss-Patterson quadrature rule.
QUADRULE, a MATLAB library which defines 1-dimensional quadrature rules.
TRUNCATED_NORMAL, a MATLAB library 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 program 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].