This is a fork of pypolyagamma (author Scott Linderman) which is a simple Cython port of Jesse Windle's code at https://github.com/jwindle/BayesLogit.

Try this: make sure you have gsl installed (brew install gsl) and that you are using gcc (not clang) (export CC=gcc CXX=g++), then run pip install pypolyagamma-3.

Import in python with import pypolyagamma.

To build and install from source, run python setup.py build_ext --inplace, To test, run python test/sample_pg.py

I also had to export DYLD_LIBRARY_PATH=/usr/local/Cellar/gcc/6.1.0/lib/gcc/6/, you may have to point somewhere different depending on how you installed gcc. I used brew install gcc.

Tested on Mac OSX Yosemite with gcc 4.9, 5, and 6 (not clang)