Nov. 22, 2007
10:21 a.m.
In particular for the simulation yes, depending on the level of detail of course. But only parts, eg. random number generation for certain distributions had to be coded in C/C++.
Are you saying you extended the scipy/numpy tools for this? Do you think it would make sense to put some of that stuff on the wiki?
No, this is very special to my application and not really numpy specific. I had to write a Metropolis-Hastings sampler, which worked in python but was too slow. I've coded this for a specific distribution in C++ and pass numpy arrays and python lists from and to C++ functions using boost::python. Bernhard