Closed DaviesX closed 8 years ago
Profiler shows 92% of the time (1096.334s) is spent in getExpectedValueCDF, where scipy's CDF calculation takes up 82% of the run time (975.51s), deeming it the main cause of the slowness. Both SLS and Brute Force methods suffer from this computation. An O(1) lookup table is necessary even though we may sacrifice precision for performance trade-off.
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