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Multivariate normal cumulative distribution function compiled to JS/WASM

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This is only a test. Do not use in production.

Install

  1. Install clang on your system. On Mac it should already be installed. For Ubuntu, you can do sudo apt-get install clang.

  2. Download and install the Emscripten SDK (emsdk).

  3. Install wabt if you want to be able to convert wasm files to wat (text format). Make sure to do git clone --recursive or it will not grab all of the required submodules.

  4. Activate emsdk: source /path/to/emsdk_env.sh

  5. Compile libf2c:

cd src/f2c/libf2c/llvm
make

If your system clang (not the clang bundled with emsdk) is not located at /usr/bin/clang, modify the SYSTEM_CLANG variable in the Makefile.

  1. Compile wasm/asm.js:
cd src/mvtdst
./compile.sh

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Multivariate normal cumulative distribution function compiled to JS/WASM

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