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<html>
<head>
<title>
ASA066 - The Standard Normal Cumulative Density Function
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA066 <br> The Standard Normal Cumulative Density Function
</h1>
<hr>
<p>
<b>ASA066</b>
is a FORTRAN90 library which
computes the cumulative density function of the standard normal distribution,
by David Hill.
</p>
<p>
<b>ASA066</b> is Applied Statistics Algorithm 66. Source code for many
Applied Statistics Algorithms is available through
<a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>.
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ASA066</b> is available in
<a href = "../../c_src/asa066/asa066.html">a C version</a> and
<a href = "../../cpp_src/asa066/asa066.html">a C++ version</a> and
<a href = "../../f77_src/asa066/asa066.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa066/asa066.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa066/asa066.html">a MATLAB version.</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f_src/asa111/asa111.html">
ASA111</a>,
a FORTRAN90 library which
evaluates the percentage points of the normal distribution.
</p>
<p>
<a href = "../../f_src/asa241/asa241.html">
ASA241</a>,
a FORTRAN90 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
evaluates and inverts a number of statistical distributions.
</p>
<p>
<a href = "../../cpp_src/gsl/gsl.html">
GSL</a>,
a C++ library which
includes many routines for evaluating
probability distributions.
</p>
<p>
<a href = "../../f_src/normal/normal.html">
NORMAL</a>,
a FORTRAN90 library which
samples the normal distribution.
</p>
<p>
<a href = "../../f_src/prob/prob.html">
PROB</a>,
a FORTRAN90 library which
evaluates and inverts a number of probabilistic distributions.
</p>
<p>
<a href = "../../f_src/test_values/test_values.html">
TEST_VALUES</a>,
a FORTRAN90 library which
contains sample values for a number of distributions.
</p>
<p>
<a href = "../../f_src/uniform/uniform.html">
UNIFORM</a>,
a FORTRAN90 library which
samples the uniform distribution.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by David Hill;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
AG Adams,<br>
Algorithm 39:
Areas Under the Normal Curve,<br>
Computer Journal,<br>
Volume 12, Number 2, May 1969, pages 197-198.
</li>
<li>
John Hart, Ward Cheney, Charles Lawson, Hans Maehly,
Charles Mesztenyi, John Rice, Henry Thacher,
Christoph Witzgall,<br>
Computer Approximations,<br>
Wiley, 1968,<br>
LC: QA297.C64.
</li>
<li>
David Hill,<br>
Algorithm AS 66:
The Normal Integral,<br>
Applied Statistics,<br>
Volume 22, Number 3, 1973, pages 424-427.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa066.f90">asa066.f90</a>, the source code.
</li>
<li>
<a href = "asa066.sh">asa066.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa066_prb.f90">asa066_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "asa066_prb.sh">asa066_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "asa066_prb_output.txt">asa066_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>ALNORM</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>NORMAL_01_CDF_VALUES</b> returns some values of the Normal 01 CDF.
</li>
<li>
<b>NORMP</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>NPROB</b> computes the cumulative density of the standard normal distribution.
</li>
<li>
<b>TIMESTAMP</b> prints out the current YMDHMS date as a timestamp.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../f_src.html">
the FORTRAN90 source codes</a>.
</p>
<hr>
<i>
Last revised on 13 January 2008.
</i>
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</body>
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</html>