LOG_NORMAL_TRUNCATED_AB, a C++ library which can evaluate quantities associated with the log normal Probability Density Function (PDF) truncated to the interval [A,B].
The computer code described and made available on this web page are distributed under the GNU LGPL license.
LOG_NORMAL_TRUNCATED_AB is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
LOG_NORMAL, a C++ library which samples the log normal distribution.
NORMAL, a C++ library which samples the normal distribution.
PDFLIB, a C++ library which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.
PROB, a C++ library which evaluates, samples, inverts, and characterizes a number of Probability Density Functions (PDF's) and Cumulative Density Functions (CDF's), including anglit, arcsin, benford, birthday, bernoulli, beta_binomial, beta, binomial, bradford, burr, cardiod, cauchy, chi, chi squared, circular, cosine, deranged, dipole, dirichlet mixture, discrete, empirical, english sentence and word length, error, exponential, extreme values, f, fisk, folded normal, frechet, gamma, generalized logistic, geometric, gompertz, gumbel, half normal, hypergeometric, inverse gaussian, laplace, levy, logistic, log normal, log series, log uniform, lorentz, maxwell, multinomial, nakagami, negative binomial, normal, pareto, planck, poisson, power, quasigeometric, rayleigh, reciprocal, runs, sech, semicircular, student t, triangle, uniform, von mises, weibull, zipf.
TRUNCATED_NORMAL, a C++ library which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.
UNIFORM, a C library which samples the uniform distribution.