Java math package for inverse cumulative distributions with skewed normal along with Poisson and exponential

Question

I am looking for a package that provides mathematical functions for an asymmetric (skewed) normal distribution, as well as a Poisson and exponential distribution.

I originally reviewed the Colt package, but it does not provide inverse cumulative function.

So, I switched to Apache Commons Math3 , which provides a much more complete set of functions, including the inverse cumulative probability of all distributions.

However, now I hit the wall again, because I need the normal distribution to be parameterized for an asymmetric shape (that is, the left side of the middle is different from the right side of the average). Do you know any package that supports all of the above?

Answer 1

We worked with JSC and SSJ . Both have many distribution functions and its reversible inverse functions.

Answer 2

It seems like such a library is hard to find. How to implement it yourself? See Numerical Recipes . The 2nd edition of the book is freely available.