diff options
Diffstat (limited to 'python/analytics/black.pyx')
| -rw-r--r-- | python/analytics/black.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/black.pyx b/python/analytics/black.pyx index 80d13a1a..9f733282 100644 --- a/python/analytics/black.pyx +++ b/python/analytics/black.pyx @@ -3,7 +3,7 @@ from libc.math cimport log, sqrt, erf from scipy.stats import norm import cython -cpdef double cnd_erf(double d): +cdef double cnd_erf(double d) nogil: """ 2 * Phi where Phi is the cdf of a Normal """ cdef double RSQRT2 = 0.7071067811865475 return 1 + erf(RSQRT2 * d) |