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Standard normal distribution helpers for Wald inference (no external deps).

Accurate to near machine precision, so p-values and critical values match SciPy (and therefore Python DoubleML) to ~1e-14.

Functions§

erfc
Complementary error function erfc(x) = 1 − erf(x).
norm_cdf
Standard normal CDF Φ(x).
norm_ppf
Standard normal quantile Φ⁻¹(p) for 0 < p < 1: Acklam’s rational approximation followed by one Halley refinement step.
norm_sf
Standard normal survival function 1 − Φ(x), accurate in the upper tail.