ASA066, a C++ library which computes the cumulative density function of the standard normal distribution, by David Hill.
ASA066 is Applied Statistics Algorithm 66.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA066 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
ASA111, a C++ library which evaluates the percentage points 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.
Original FORTRAN77 version by David Hill; C++ version by John Burkardt.