Dist C

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

Installation

Add the header to your project.

There is also support for CMake and FetchContent:

include(FetchContent)

FetchContent_Declare(dist GIT_REPOSITORY https://github.com/ankane/dist-c.git GIT_TAG v0.3.1)
FetchContent_MakeAvailable(dist)

target_link_libraries(app PRIVATE dist::dist)

Getting Started

Include the header

#include "dist.h"

• Normal
• Student’s t

Normal

double pdf = normal_pdf(x, mean, std_dev);
double cdf = normal_cdf(x, mean, std_dev);
double ppf = normal_ppf(p, mean, std_dev);

Student’s t

double pdf = students_t_pdf(x, df);
double cdf = students_t_cdf(x, df);
double ppf = 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-c.git
cd dist-c
cmake -S . -B build
cmake --build build
build/test