jfrelinger

import numpy as np
import numpy.random as npr
from numpy.linalg import inv, cholesky
from scipy.stats import chi2

def invwishartrand_prec(nu,phi):
    return inv(wishartrand(nu,phi))

def invwishartrand(nu, phi):
    return inv(wishartrand(nu, inv(phi)))

jfrelinger

import bisect

class InterpTable(object):
    '''
    a look up table that linearly interperlates between values
    '''
    def __init__(self, x, y):
        self.x = x
        self.y = y