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<html>
<head>
<title>
ASA241 - Inverse of Normal Cumulative Density Function (CDF)
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA241 <br> Inverse of Normal Cumulative Density Function (CDF)
</h1>
<hr>
<p>
<b>ASA241</b>
is a MATLAB 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>
<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 = "../../m_src/asa111/asa111.html">
ASA111</a>,
a MATLAB library which
evaluates the percentage points of the Normal distribution.
</p>
<p>
<a href = "../../m_src/prob/prob.html">
PROB</a>,
a MATLAB library which
contains routines for
evaluating and inverting the normal CDF, and many other
distributions.
</p>
<p>
<a href = "../../m_src/test_values/test_values.html">
TEST_VALUES</a>,
a MATLAB library which
contains routines that store selected values of the normal CDF, and
many other statistical distributions.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by Michael Wichura;
Matlab version by John Burkardt.
</p>
<h3 align = "center">
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>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "normal_01_cdf_values.m">normal_01_cdf_values.m</a>,
returns some values of the Normal 01 CDF.
</li>
<li>
<a href = "r4_huge.m">r4_huge.m</a>,
returns a "huge" R4.
</li>
<li>
<a href = "r4_normal_01_cdf_inverse.m">r4_normal_01_cdf_inverse.m</a>,
inverts the normal CDF.
</li>
<li>
<a href = "r4poly_value.m">r4poly_value.m</a>,
evaluates an R4 polynomial.
</li>
<li>
<a href = "r8_huge.m">r8_huge.m</a>,
returns a "huge" R8.
</li>
<li>
<a href = "r8_normal_01_cdf_inverse.m">r8_normal_01_cdf_inverse.m</a>,
inverts the normal CDF.
</li>
<li>
<a href = "r8poly_value.m">r8poly_value.m</a>,
evaluates an R8 polynomial.
</li>
<li>
<a href = "timestamp.m">timestamp.m</a>,
prints the current YMDHMS date as a time stamp.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa241_test.m">asa241_test.m</a>, calls the tests.
</li>
<li>
<a href = "asa241_test01.m">asa241_test01.m</a>,
tests R4_NORMAL_01_CDF_INVERSE.
</li>
<li>
<a href = "asa241_test02.m">asa241_test02.m</a>,
tests R8_NORMAL_01_CDF_INVERSE.
</li>
<li>
<a href = "asa241_test_output.txt">asa241_test_output.txt</a>,
sample problem output.
</li>
</ul>
</p>
<hr>
<i>
Last revised on 25 November 2004.
</i>
</body>
</html>