pypolyagamma
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Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.
I get the following problem when trying to install: gamma.c deps/gsl/cdf/gamma.c(24): fatal error C1083: Cannot open include file: 'config.h': No such file or directory Any idea on how to solve...
Installing pypolyagamma in a fresh virtual environment on MacOS Catalina (10.15.7), I get the following errors from Apple's C++ compiler: ``` clang -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall...
Code fails to raise error when user specifies a non-positive real number for the first parameter `b`
For example: ``` from pypolyagamma import PyPolyaGamma pg = PyPolyaGamma() b,c = -2, -1 values=[pg.pgdraw(b, c) for i in range(10000)] assert all([x==0 for x in values]) ``` The sampler returns...
As @tansey pointed out, we could combine these interfaces and make them more familiar to numpy users by making `pgs` (i.e. the vector to be populated with samples upon output)...