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<html>
<head>
<title>
ASA241 - Inverse of Normal CDF
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA241 <br> Inverse of Normal CDF
</h1>
<hr>
<p>
<b>ASA241</b>
is a C++ library which
computes the inverse of the Normal
Cumulative Density Function.
</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 precision real or double precision
real arithmetic calculations.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
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>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../cpp_src/asa111/asa111.html">
ASA111</a>,
a C++ library which
evaluates the percentage points of the Normal distribution.
</p>
<p>
<a href = "../../cpp_src/dcdflib/dcdflib.html">
DCDFLIB</a>,
a C++ library which
contains routines for evaluating and inverting the normal CDF,
and many other distributions.
</p>
<p>
<a href = "../../cpp_src/prob/prob.html">
PROB</a>,
a C++ library which
contains routines for
evaluating and inverting the normal CDF, and many other
distributions.
</p>
<p>
<a href = "../../cpp_src/test_values/test_values.html">
TEST_VALUES</a>,
a C++ library which
contains routines that store selected values of the normal CDF, and
many other statistical distributions.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Michael Wichura,<br>
The Percentage Points of the Normal Distribution,<br>
Algorithm AS 241,<br>
Applied Statistics,<br>
Volume 37, Number 3, pages 477-484, 1988.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa241.cpp">asa241.cpp</a>, the source code.
</li>
<li>
<a href = "asa241.hpp">asa241.hpp</a>, the include file.
</li>
<li>
<a href = "asa241.sh">asa241.sh</a>, commands to
compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa241_prb.cpp">asa241_prb.cpp</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>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>NORMAL_01_CDF_VALUES</b> returns some values of the Normal01 CDF.
</li>
<li>
<b>R4_HUGE</b> returns a "huge" R4.
</li>
<li>
<b>R4_NORMAL_01_CDF_INVERSE</b> inverts the standard normal CDF.
</li>
<li>
<b>R4POLY_VALUE</b> evaluates a real polynomial.
</li>
<li>
<b>R8_HUGE</b> returns a "huge" R8.
</li>
<li>
<b>R8_NORMAL_01_CDF_INVERSE</b> inverts the standard normal CDF.
</li>
<li>
<b>R8POLY_VALUE</b> evaluates a double precision polynomial.
</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 = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 19 March 2010.
</i>
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