Dear All
Earlier today, I asked for FORTRAN. C routines to calculate inverse
normal CDF. Following is a summary of what I've got. I hereby thank
everybody who replied to me. It's great help. Thank you.
Summary:
1) The closed form can be found from Abranowitz and Stegun's book
- thanks to Barry Nix and Colin Chalmers
2) NAG routine G01CEF
- thanks to Steve Roberts, Margaret Cashman and Adham Samia
3) ALGORITHM AS 24 APPL. STATIST. (1969) VOL.18, P.290
ALGORITHM AS241 APPL. STATIST. (1988) VOL. 37, NO. 3, 477- 484.
- thanks to Nicholas Lack and Andrew Bertie
4) DCDFLIB from http://odin.mdacc.tmc.edu/anonftp/ - including not
only normal but also many other distributions
- thanks to Barry Brown
5) MATLAB
- thanks to Tan Ke-Xin
I hope this summary will help anyone who is interested in this.
Regards
Shuying Yang
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