pfhedge.nn.functional.npdf¶

pfhedge.nn.functional.npdf(input)[source]¶

Returns a new tensor with the normal distribution function.

\[\text{npdf}(x) = \frac{1}{\sqrt{2 \pi}} e^{-\frac{x^2}{2}}\]

Parameters: input (torch.Tensor) – The input tensor.
Returns: torch.Tensor

Examples

>>> from pfhedge.nn.functional import npdf
>>>
>>> input = torch.tensor([-1.0, 0.0, 10.0])
>>> npdf(input)
tensor([2.4197e-01, 3.9894e-01, 7.6946e-23])