Fortran library for Probability Density Function.

[sealights30]

Hi Everyone:

I would like to know if there exists a Fortran library that can calculate the probability density functions (PDF). I find that Intel Fortran IMSL only has CDFs for the common distributions, but not PDFs. That would be handy if there exist a Fortran library that gives the PDFs of common distributions. Is there any such library? Many thanks.

Best,

Hui

[Les_Neilson]

A quick google for "probability density functions" produced :

http://people.scs.fsu.edu/~burkardt/f_src/prob/prob.html

and many other links (which I didn't look at).

Les