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JuliaDynamics / ComplexityMeasures.jl

Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
MIT License
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Faster normal cdf encoding #399

Closed kahaaga closed 2 months ago

kahaaga commented 2 months ago

Fixes #397.

Benchmarks

Before:

julia> using BenchmarkTools

julia> using Random; rng = MersenneTwister(1234); x = randn(rng, 10000);

julia> @btime entropy(Dispersion(c = 5, m = 2), x) setup = (x = randn(rng, 10000))
  15.013 ms (20056 allocations: 3.82 MiB)
4.641795100667297

After: 

julia> @btime entropy(Dispersion(c = 5, m = 2), x) setup = (x = randn(rng, 10000))
  778.209 μs (60 allocations: 316.88 KiB)
4.642120868408472