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feat: add simd accelerated distributions
1 parent ded9851 commit fb6bb66

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Cargo.toml

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@@ -15,6 +15,7 @@ keywords = ["stochastic", "quant", "finance", "simulation", "statistics"]
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anyhow = "1.0.89"
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approx = "0.5.1"
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argmin = "0.10.0"
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bytemuck = "1.22.0"
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candle-core = "=0.8.1"
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candle-datasets = "=0.8.1"
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candle-nn = "=0.8.1"
@@ -67,6 +68,7 @@ time = { version = "0.3.36", features = [
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tokio-test = "0.4.4"
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tracing = "0.1.40"
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tracing-test = "0.2.5"
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wide = "0.7.32"
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yahoo_finance_api = { version = "2.3.0", optional = true }
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[dev-dependencies]

src/lib.rs

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@@ -6,6 +6,7 @@
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// TODO: this is just temporary
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#![allow(dead_code)]
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#![feature(portable_simd)]
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#[cfg(feature = "mimalloc")]
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#[global_allocator]

src/stats.rs

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pub mod cir;
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pub mod copulas;
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pub mod distr;
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pub mod double_exp;
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pub mod fd;
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pub mod fou_estimator;

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