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| Hi,
I want to be able to specify a bunch of probabilities and get back the
inverse cdf from the standard normal distribution.. basically I want
to get back 0 if I specify 0.5 and so on. Is there any procedure to do
this? I also have the GQOPT library installed.
Thanks in advance for all your help.
Cheers
Seema
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| Arjen Markus 2004-07-13, 3:57 am |
| seema wrote:
>
> Hi,
>
> I want to be able to specify a bunch of probabilities and get back the
> inverse cdf from the standard normal distribution.. basically I want
> to get back 0 if I specify 0.5 and so on. Is there any procedure to do
> this? I also have the GQOPT library installed.
>
> Thanks in advance for all your help.
>
> Cheers
> Seema
The best I know for this sort of questions is <http://www.netlib.org>
You will find all kinds of implementations of algorithms there.
Regards,
Arjen
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| John Lansberry 2004-07-13, 9:01 am |
| "seema" <wormpai@hotmail.com> wrote in message
news:87868fc.0407122330.58b9637a@posting.google.com...
> Hi,
>
> I want to be able to specify a bunch of probabilities and get back the
> inverse cdf from the standard normal distribution.. basically I want
> to get back 0 if I specify 0.5 and so on. Is there any procedure to do
> this? I also have the GQOPT library installed.
>
> Thanks in advance for all your help.
>
> Cheers
> Seema
cdflib90 (http://odin.mdacc.tmc.edu/anonftp/) is good, especially if you use
Fortran 90/95.
Or try dcdflib at www.netlib.org
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| beliavsky@aol.com 2004-07-13, 9:01 am |
|
wormpai@hotmail.com (seema) wrote:
>Hi,
>
>I want to be able to specify a bunch of probabilities and get back the
>inverse cdf from the standard normal distribution.. basically I want
>to get back 0 if I specify 0.5 and so on. Is there any procedure to do
>this? I also have the GQOPT library installed.
Please use more informative subjects than "newbie question", for example
"invserse cumulative normal in Fortran".
Besides searching Netlib, as was suggested, another way to find a Fortran
code on subject "foo" is to use Google. In your case, Googling "inverse cumulative
normal filetype:f" produces many relevant hits.
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