Scipy 1.0 was released recently, which has official support for cdf's for multivariate normal distributions: https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.multivariate_normal.html
This still seems to be based on the mvn function, as is our code, but it would probably be a good idea to use their up-to-date interface with this code, even if it doesn't give a performance boost.
Scipy 1.0 was released recently, which has official support for cdf's for multivariate normal distributions: https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.multivariate_normal.html
This still seems to be based on the mvn function, as is our code, but it would probably be a good idea to use their up-to-date interface with this code, even if it doesn't give a performance boost.