Efficient MCMC in Python -- Errata and some extra info

In my previous post, some readers pointed out that the pure Python version of the code was slower than it should be. I checked and found out that the timing was wrong due to some bug in the %time flag in the sage notebook.

Some other interested readers pointed out that using numpy's RNGs in the pure Python version would sure improve the performance. Again I went back and tested it.

So without further ado, here is the new timings in the lame machine I am writing this in:

• Pure Python: 107.5 seconds
• Pure Python + Numpy: 106 seconds
• Pure Python + Numpy + storing the results in an array: 103.7 seconds
  
• Cython + standard library's random and math modules: 102 seconds
• Cython +Numpy: 93.26 seconds
• Cython + GSL RNGs: 5.3 seconds

The source code and instructions for compilation of the cython versions can be found in this gist. Please Have fun with it and continue to suggest further improvements.