asa241/asa241.html

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      ASA241 - Inverse of Normal Cumulative Density Function (CDF)
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      ASA241 <br> Inverse of Normal Cumulative Density Function (CDF)
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    <p>
      <b>ASA241</b> 
      is a FORTRAN90 library which 
      computes the inverse of the 
      Normal Cumulative Density Function (CDF),
      by Michael Wichura;
    </p>

    <p>
      <b>ASA241</b> is Applied Statistics Algorithm 241.  Source code for many
      Applied Statistics Algorithms is available through 
      <a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>. 
    </p>

    <p>
      The library includes two routines, R4_NORMAL_01_CDF_INVERSE, and
      R8_NORMAL_01_CDF_INVERSE, suitable for single or double precision
      arithmetic calculations.
    </p>

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      Languages:
    </h3>

    <p>
      <b>ASA241</b> is available in
      <a href = "../../c_src/asa241/asa241.html">a C version</a> and
      <a href = "../../cpp_src/asa241/asa241.html">a C++ version</a> and
      <a href = "../../f77_src/asa241/asa241.html">a FORTRAN77 version</a> and
      <a href = "../../f_src/asa241/asa241.html">a FORTRAN90 version</a> and
      <a href = "../../m_src/asa241/asa241.html">a MATLAB version</a>.
    </p>

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      Related Data and Programs:
    </h3>

    <p>
      <a href = "../../f77_src/asa111/asa111.html">
      ASA111</a>,
      a FORTRAN77 library which
      evaluates the percentage points of the Normal distribution.
    </p>

    <p>
      <a href = "../../f_src/dcdflib/dcdflib.html">
      DCDFLIB</a>,
      a FORTRAN90 library which
      contains routines for evaluating and inverting the normal CDF, 
      and many other distributions.
    </p>

    <p>
      <a href = "../../f_src/prob/prob.html">
      PROB</a>,
      a FORTRAN90 library which
      contains routines for
      evaluating and inverting the normal CDF, and many other
      distributions.
    </p>

    <p>
      <a href = "../../f_src/test_values/test_values.html">
      TEST_VALUES</a>,
      a FORTRAN90 library which
      contains routines that store selected values of the normal CDF, and
      many other statistical distributions.
    </p>

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      Author:
    </h3>

    <p>
      Original FORTRAN77 version by Michael Wichura;
      FORTRAN90 version by John Burkardt.
    </p>

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      Reference:
    </h3>

    <p>
      <ol>
        <li>
          Michael Wichura,<br>
          Algorithm AS 241:
          The Percentage Points of the Normal Distribution,<br>
          Applied Statistics,<br>
          Volume 37, Number 3, 1988, pages 477-484.
        </li>
      </ol>
    </p>

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      Source Code:
    </h3>

    <p>
      <ul>
        <li>
          <a href = "asa241.f90">asa241.f90</a>, the source code.
        </li>
        <li>
          <a href = "asa241.sh">asa241.sh</a>, commands to
          compile the source code.
        </li>
      </ul>
    </p>

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      Examples and Tests:
    </h3>

    <p>
      <ul>
        <li>
          <a href = "asa241_prb.f90">asa241_prb.f90</a>, a sample problem.
        </li>
        <li>
          <a href = "asa241_prb.sh">asa241_prb.sh</a>, 
          commands to compile, link and run the sample problem.
        </li>
        <li>
          <a href = "asa241_prb_output.txt">asa241_prb_output.txt</a>, 
          the output file.
        </li>
      </ul>
    </p>

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      List of Routines:
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      <ul>

        <li>
          <b>NORMAL_01_CDF_VALUES</b> returns some values of the Normal CDF.
        </li>
        <li>
          <b>R4_NORMAL_01_CDF_INVERSE</b> inverts the normal CDF.
        </li>
        <li>
          <b>R4POLY_VALUE</b> evaluates an R4POLY.
        </li>
        <li>
          <b>R8_NORMAL_01_CDF_INVERSE</b> inverts the normal CDF.
        </li>
        <li>
          <b>R8POLY_VALUE</b> evaluates an R8POLY.
        </li>
        <li>
          <b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
        </li>
      </ul>
    </p>

    <p>
      You can go up one level to <a href = "../f_src.html">
      the FORTRAN90 source codes</a>.
    </p>

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    <i>
      Last revised on 07 December 2005.
    </i>

    <!-- John Burkardt -->

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