🔎 solgauss

Highly optimized Solidity library for statistical functions rationally approximated with an error of less than 1 × 10⁻⁸, including erfc, erfinv, erfcinv, ppf, and cdf.

⚙️ Installation

To install with Foundry:

forge install cairoeth/solgauss

⛽ Gas Benchmarks

To run the gas benchmark: forge t --gas-report --fuzz-seed 0x123

cdf

Function	min	avg	median	max
cdf (solgauss)	519	610	519	833
cdf (solidity-cdf)	492	617	492	914
cdf (gud-cdf)	704	736	704	841
cdf (solstat)	916	4258	5137	5137

erfc

Function	min	avg	median	max
erfc (solgauss)	687	688	687	693
erfc (gud-cdf)	569	570	569	603
erfc (solstat)	4436	4453	4436	4543

erfcinv

Function	min	avg	median	max
erfcinv	669	828	783	1847

erfinv

Function	min	avg	median	max
erfinv	604	749	718	1796

ppf

Function	min	avg	median	max
ppf	2001	2001	2001	2001

✅ Tests

Run the following for the dependencies used in the (differential) tests:

1. python -m venv venv && source venv/bin/activate
2. pip install mpmath

To run the tests: forge t

👇 Acknowledgements

This repository is inspired by or directly modified from many sources, primarily:

• gud-cdf: codification script
• Rational Chebyshev Approximation Using Linear Equations