ASA111
Percentage Points of the Normal Distribution

ASA111 is a C++ library which computes the percentage points of the normal distribution, by Beasley and Springer.

ASA111 is Applied Statistics Algorithm 111. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA111 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

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

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

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

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

NORMAL, a C++ library which samples the normal distribution.

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

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

UNIFORM, a C++ library which samples the uniform distribution.

Author:

Original FORTRAN77 version by JD Beasley, SG Springer; C++ 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.cpp, the source code.
• asa111.hpp, the include file.
• asa111.sh, commands to compile the source code.

Examples and Tests:

• asa111_prb.cpp, a sample calling program.
• asa111_prb.sh, commands to compile and run the sample program.
• asa111_prb_output.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 C++ source codes.