NAME

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

VERSION

0.01

STATUS

SYNOPSIS

  use Math::Gauss::XS ':all';
  my ($p, $c, $z, $x, $m, $s); # intialize them
  $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.