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Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse

  • Chokri Dridi

    (Department of Agriculture & Consumer Economics, & Regional Economics Applications Laboratory, University of Illinois at Urbana-Champaign)

Content: (cdf.c)->Is ANSI-C code to compute the cdf of standard normal dist. using a composite fifth-order Gauss-Legendre quadrature (cdf- GL.py)->same as cdf.c except the code is written in Python (cdf.py)- >Python code to compute the cdf using rational fraction approximations (invcdf.py)->Python code to compute the inverse cdf using rational fraction approximations

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File URL: http://128.118.178.162/eps/prog/papers/0212/0212001.zip
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Software component provided by EconWPA in its series Computer Programs with number 0212001.

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Date of creation: 29 Dec 2002
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Handle: RePEc:wpa:wuwppr:0212001
Note: Type of Document - AINSI-C/Python. Content: (cdf.c)->Is ANSI-C code to compute the cdf of standard normal dist. using a composite fifth-order Gauss-Legendre quadrature (cdf-GL.py)->same as cdf.c except the code is written in Python (cdf.py)->Python code to compute the cdf using rational fraction approximations (invcdf.py)->Python code to compute the inverse cdf using rational fraction approximations
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