Estimates

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

via a very fast and deterministic numerical integration.

Install

You can install it via conda

conda install -c conda-forge liknorm

or by cloning this repository and building it

git clone https://github.com/glimix/liknorm.git
cd liknorm
mkdir build
cd build
cmake ..
make
sudo make install

Comments and bugs

You can get the source and open issues on Github.