Why is there no `mtrand.pxd`?

A thread from 2010 in python-cython-user articulated my exact problem. Namely, I’m doing (things like) MCMC, and I want to use numpy’s MT implementation. Mostly, I do this because I don’t want multiple PRNG objects floating around my implementation. And, I’m using the RandomState distributions in places other than the Cythonized code that needs access to the PRNG.

I searched the historical open and closed issues, but I never found a solution. Is there any reason, obvious or otherwise, why numpy does not include a .pxd counter-part to mtrand.pyx? If not, I’ll do this work and submit a PR. But, considering I often encounter this need, I’m assuming a well-justified reason for its absence.

Thanks!

[mattip]

@jbn do the solutions suggested in randomgen solve this need?

[bashtage]

I’ve implemented some experiments along this line (both CFFI and Ctypes) in randomgen:

See, e.g.,

https://github.com/bashtage/randomgen/blob/master/randomgen/examples/numba/extending_distributions.py

and

https://bashtage.github.io/randomgen/extending.html