You can find the python package here.
When I tried to install it on Ubuntu 10.04 or 10.10 I faced a really nasty compilation problem with the file Simplex.cc. To fix it you must edit the following file before compiling:
sherpa-4.2.2/sherpa/optmethods/Simplex.cc
Just add this line to the beginning
#include <stdio.h>
If you have all dependencies installed the compilation should run just fine. In the following weeks I will post some examples with Sherpa.
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