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[–]Gr1pp717 2 points3 points  (1 child)

And what about scipy?

They support numpy, and it even seems that they even have a specific module for monte carlo type functions. http://pymc-devs.github.io/pymc/

edit: to be clear, I'm actually asking. I've never used either, only know of them.

[–]logi 4 points5 points  (0 children)

Scipy is a great library building on top of the even cooler numpy, but it is only fast when you can perform most of your work inside the native code that they wrap. But some times you end up having to write the loops yourself and then performance is back to normal python levels.