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

Abstract: 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

Keywords: ANSI-C; Python (search for similar items in EconPapers)
JEL-codes: C63 C88 C89 (search for similar items in EconPapers)
Date: Written 2002-12-29
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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