[SciPy-user] Making faster statistical distributions

[Christopher Fonnesbeck]

I am already using pieces of SciPy in my Markov chain Monte Carlo 
package (PyMC), mostly for plotting functionality. I would also like to 
exploit the distributions implemented in scipy.stats, but they are far 
too slow for use in statistical simulation applications like MCMC, 
where millions of random draws may be taken. Therefore, I am thinking 
of implementing many of these distributions (at least the common ones) 
as C or Fortran extensions. I am unsure whether to use Fortran through 
f2py for this task, or C through weave.inline (for example). I have 
used both in the past for various tasks, and was generally happy with 
both. Any suggestions?

Thanks,
C.
--
Christopher J. Fonnesbeck ( c h r i s @ f o n n e s b e c k . o r g )
Georgia Cooperative Fish & Wildlife Research Unit, University of Georgia