I'm currently rationalising my J code for probability distributions.
Many published algorithms are in FORTRAN, and translating into J is
(at least initially) a compromise between transliteration (which
makes errors easier to spot) and reinterpretation.
I've put an initial example under the JWiki
-> Code Workshop -> Work in Progress -> EwartShaw/N01CdfInv
Anyone who needs the inverse Normal CDF (aka 'quantile function'
or 'normal deviates') might find it useful. See the Wiki page
for further comments.
-- Ewart Shaw
J.E.H.Shaw [Ewart Shaw] [EMAIL PROTECTED] TEL: +44 2476 523069
Department of Statistics, University of Warwick, Coventry CV4 7AL, UK
http://www.warwick.ac.uk/statsdept http://www.ewartshaw.co.uk
Will read usenet posts up to the first insult (which may be in the Subject)
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