Is there a C# library that will perform the Excel NORMINV function?

Posted by Portman on Stack Overflow See other posts from Stack Overflow or by Portman
Published on 2010-05-25T03:13:37Z Indexed on 2010/05/25 3:21 UTC
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c#

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excel

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statistics

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montecarlo

I'm running some Monte Carlo simulations and making extensive use of the Excel function NORM.INV using Office Interrop. This functions takes three arguments (probability, average, standard deviation) and returns the inverse of the cumulative distribution.

I'd like to move my code into a web app, but that will require installing Excel on the server. Does anybody know of a C# statistics library that has an equivalent function to NORM.INV?

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