Today was the first time I tried working with numpy arrays in Cython. I got a compilation error saying that the header file for numpy could not be found. Here I found an easy fix for this problem. The setup.py script can be changed to automatically detect and add the numpy include path:
from distutils.core import setup
from distutils.extension import Extension
from Cython.Distutils import build_ext
import numpy
ext_modules = [Extension("xx_cython",["xx_cython.pyx"],\
libraries=["m"],include_dirs=[numpy.get_include()])]
setup(
name= 'xx model class',
cmdclass = {'build_ext': build_ext},
ext_modules = ext_modules
)