mv_norm/
lib.rs

1//! This crate implements functions related to bivariate and multivariate normal distributions.
2//!
3//! Bivariate normal distribution CDF:
4//!
5//! * [`tvpack`] is a straight port of Alan Genz' "tvpack" fortran code, and uses no SIMD.
6//! * [`BatchBvnd`] extends that to do batch evaluation significantly faster, and uses SIMD operations
7//! * [`bvnd`] is a quick-start helper that you can use to evaluate the CDF at a single point, and uses SIMD operations.
8
9#![cfg_attr(not(feature = "std"), no_std)]
10
11mod batch_bvnd;
12mod util;
13
14pub mod tvpack;
15
16#[cfg(test)]
17mod test_utils;
18
19pub use batch_bvnd::{BatchBvnd, bvnd};