NormalRV.pf computational inefficiency - Githubissues

rademacher-p / stats-learn

Python package for statistical learning with a Bayesian focus

https://rademacher-p.github.io/stats-learn/

MIT License

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NormalRV.pf computational inefficiency #26

Closed rademacher-p closed 2 years ago

rademacher-p commented 3 years ago

Takes way longer than scipy.stats.multivariate_normal.pdf. 😞