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Fortran library for Probability Density Function.

sealights30
Beginner
‎09-06-2007 09:13 AM
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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
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Les_Neilson
Valued Contributor II
‎09-07-2007 07:44 AM
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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

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