This is a simple Cython port of Jesse Windle's code at https://github.com/jwindle/BayesLogit.

Try this: make sure you have gsl installed (I put it in /usr/local/lib) and that you are using gcc (export CXX=gcc), then run pip intall pypolyagamma.

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

Tested on Mac OSX Yosemite with gcc 4.9 (not clang)