Hi there,
I am new to CUDA programming, and I was wondering if there are libraries like C++ Boost in CUDA that provide statistical functions? I am looking for:
(i) Normal Distribution, the cdf and quantile function
(ii) Beta distribution, the cdf function
Any pointers would be greatly appreciated.
Many thanks and kind regards
Blesson
CUDA provides normcdf() and normcdfinv() for the standard normal cumulative distribution function and its inverse. I am not knowledgable about statistics, but I believe the latter is the same as the “quantile” function you mention?
CUDA does not provide equivalent functions for the beta distribution, best I know. You may be able to adapt C or C++ code that is available publically (maybe from www.netlib.org ?).
The CUDA Programming Guide lists all functions that are available. For statistics, you may also be interested in: erf, erfc, erfinv, erfcinv, erfcx.