(A Creative Blog Name Here)

Code, math, and other things I find useful

Calling Rmath from cython (sometimes R just does it better)

Recently I was writing some code that required the quantile function of the chi-squared distribution. There is a function in ccipy that implements this function, however, calling a python function from cython is slow. The scipy implementation calls a function in the cephes library. Unfortunately, scipy compiles the cephes library ...