github.com/binary-com/perl-Math-Gauss-XS

NAME

Math::Gauss - Gaussian distribution function and its inverse, fast XS version

VERSION

0.01

STATUS

SYNOPSIS

use Math::Gauss::XS ':all';

$p = pdf( $z );
$p = pdf( $x, $m, $s );

$c = cdf( $z );
$c = cdf( $x, $m, $s );

$z = inv_cdf( $z );

DESCRIPTION

This module just rewrites the Math::Gauss module in XS. The precision and exported function remain the same as in the original.

The benchmark results are

Benchmark: timing 30000000 iterations of pp/pdf, xs/pdf...
   pp/pdf: 15 wallclock secs (14.99 usr +  0.00 sys = 14.99 CPU) @ 2001334.22/s (n=30000000)
   xs/pdf:  2 wallclock secs ( 2.16 usr +  0.00 sys =  2.16 CPU) @ 13888888.89/s (n=30000000)
Benchmark: timing 30000000 iterations of pp/cdf, xs/cdf...
   pp/cdf: 40 wallclock secs (38.93 usr +  0.00 sys = 38.93 CPU) @ 770613.92/s (n=30000000)
   xs/cdf:  2 wallclock secs ( 2.22 usr +  0.00 sys =  2.22 CPU) @ 13513513.51/s (n=30000000)
Benchmark: timing 30000000 iterations of pp/inv_cdf, xs/inv_cdf...
pp/inv_cdf: 15 wallclock secs (16.02 usr +  0.00 sys = 16.02 CPU) @ 1872659.18/s (n=30000000)
xs/inv_cdf:  2 wallclock secs ( 2.18 usr +  0.00 sys =  2.18 CPU) @ 13761467.89/s (n=30000000)

SOURCE CODE

GitHub

AUTHOR

binary.com, <perl at binary.com>

BUGS

Please report any bugs or feature requests to https://github.com/binary-com/perl-Math-Gauss-XS/issues.

LICENSE AND COPYRIGHT

Copyright (C) 2016 binary.com

This program is free software; you can redistribute it and/or modify it under the terms of the the Artistic License (2.0). You may obtain a copy of the full license at:

http://www.perlfoundation.org/artistic_license_2_0

Any use, modification, and distribution of the Standard or Modified Versions is governed by this Artistic License. By using, modifying or distributing the Package, you accept this license. Do not use, modify, or distribute the Package, if you do not accept this license.

If your Modified Version has been derived from a Modified Version made by someone other than you, you are nevertheless required to ensure that your Modified Version complies with the requirements of this license.

This license does not grant you the right to use any trademark, service mark, tradename, or logo of the Copyright Holder.

This license includes the non-exclusive, worldwide, free-of-charge patent license to make, have made, use, offer to sell, sell, import and otherwise transfer the Package with respect to any patent claims licensable by the Copyright Holder that are necessarily infringed by the Package. If you institute patent litigation (including a cross-claim or counterclaim) against any party alleging that the Package constitutes direct or contributory patent infringement, then this Artistic License to you shall terminate on the date that such litigation is filed.

Disclaimer of Warranty: THE PACKAGE IS PROVIDED BY THE COPYRIGHT HOLDER AND CONTRIBUTORS "AS IS' AND WITHOUT ANY EXPRESS OR IMPLIED WARRANTIES. THE IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT ARE DISCLAIMED TO THE EXTENT PERMITTED BY YOUR LOCAL LAW. UNLESS REQUIRED BY LAW, NO COPYRIGHT HOLDER OR CONTRIBUTOR WILL BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, OR CONSEQUENTIAL DAMAGES ARISING IN ANY WAY OUT OF THE USE OF THE PACKAGE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.