> > 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


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