py311-rvlib

Probability distributions mimicking Distrbutions.jl

Anyone who has used Distributions.jl will tell you how nice the interface is relative to the "exotic" (the most polite word we can think of) interface to distributions exposed by scipy.stats. Distributions.jl also brings better performace, particularly when its methods are used inside loops. For these reason we've put together rvlib, which mimics the interface of Distributions.jl, while at the same time attaining similar performance by exploiting numba. This package was inspired by Joshua Adelman's (@synapticarbors) blog post describing how to call the Rmath C library from numba using CFFI, and utilizes his build script to set up the CFFI interface.