cody-special
High-precision error functions and normal distribution implementations based on W.J. Cody's rational Chebyshev approximations.
Installation
pip install cody-special
Usage
from cody_special import erf_cody, erfc_cody, erfcx_cody
from cody_special import norm_pdf, norm_cdf, inverse_norm_cdf
# Error functions
erf_cody(1.0) # ~ 0.8427
erfc_cody(1.0) # ~ 0.1573
erfcx_cody(1.0) # ~ 0.4276
# Normal distribution
norm_pdf(0.0) # ~ 0.3989 (standard normal PDF)
norm_cdf(0.0) # = 0.5 (standard normal CDF)
inverse_norm_cdf(0.5) # = 0.0 (inverse CDF / quantile function)
References
- W.J. Cody, "Rational Chebyshev approximations for the error function", Math. Comp., 1969, pp. 631-638.
- Peter Jaeckel, "Let's Be Rational", www.jaeckel.org
License
MIT License. Original algorithm by W.J. Cody. Python implementation derived from Peter Jaeckel's LetsBeRational.
1 maintainer
Metadata
1 maintainer
Release files for cody-special 1.0.0
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