\[\int_{-\inf}^{\inf} \text{ExpFam}(\theta, g(x)) \mathcal{N} (x | \mu, \sigma^2) \mathrm d x\]

via a very fast and deterministic numerical integration.


You can install it via conda

conda install -c conda-forge liknorm

or by building it yourself via the following command:

# DO_CMD=sudo
curl -fsSL | GITHUB_USER=horta GITHUB_PROJECT=logaddexp bash
curl -fsSL | GITHUB_USER=limix GITHUB_PROJECT=liknorm bash

The above command should work on Windows, Linux, and MacOS.

Comments and bugs

You can get the source and open issues on Github.