dist.h

PDF, CDF, and percent-point/quantile functions for the normal and Student’s t distributions

Installation

Add the header to your project and include it

#include "dist.h"

Getting Started

• Normal
• Student’s t

Normal

normal_pdf(x, mean, std_dev);
normal_cdf(x, mean, std_dev);
normal_ppf(p, mean, std_dev);

Student’s t

students_t_pdf(x, df);
students_t_cdf(x, df);
students_t_ppf(p, df);

References

• Algorithm AS 241: The Percentage Points of the Normal Distribution
• Algorithm 395: Student’s t-distribution
• Algorithm 396: Student’s t-quantiles

History

View the changelog

Contributing

Everyone is encouraged to help improve this project. Here are a few ways you can help:

• Report bugs
• Fix bugs and submit pull requests
• Write, clarify, or fix documentation
• Suggest or add new features

To get started with development:

git clone https://github.com/ankane/dist.h.git
cd dist.h
gcc -Wall -Wextra -Werror -o test/main test/main.c -lm
test/main