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Transurgeon
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Mar 15, 2026
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Parth, what do you think about the name "normal_cdf"? |
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MATLAB uses normcdf and SciPy uses norm.cdf and torch uses normal.cdf and JAX uses norm.cdf Fortran used cdf_normal, R uses ??? pnorm ??? My soft preference is to call it normcdf to match log_normcdf, but as long as we don't use what R does I'm happy. https://www.mathworks.com/help/stats/normcdf.html |
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The differentiation backend recently added support for the cumulative distribution function (CDF) of the Gaussian distribution, because I'm playing around with an application for the DNLP paper that requires this atom. This PR adds the corresponding atom to CVXPY and DNLP.
Is the name "normal_cdf" okay? There currently is an atom "log_normcdf".