Archives
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A quick and dirty implementation of Excel NORMINV in F#
A couple of weeks ago I posted an example implementation of Excel NORMINV function in C#, in there I mentioned that what I actually needed was an F# version, but I used C# as an stepping stone moving from the C++ version I originally found. Well, here you have my attempt at implementing NORMINV in F#:
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F#, the ACM, and the SEC
It all started with a twit from @mulambda: “Phil Wadler lists #fsharp as a candidate for SEC regulation spec language: http://tinyurl.com/2edfxka” I downloaded the, nonetheless, Association for Computer Machinery answer to the Securities and Exchange Commission proposal (and ask for comments) on requiring Python programs to be provided to explain contractual cash flow provisions. I quickly skimmed the ACM document and twitted “Java, C#, and F# recommended by the #ACM for SEC regulation spec language http://is.gd/e49Vt #fsharp /via @mulambda”. Later, I read with more care the ACM answer and I found that I really should clarify my twit:
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A quick and dirty implementation of Excel NORMINV function in C#
We are piloting the implementation of some financial risk models in F#, it so happens that the models are already implemented in Excel, so I was slowly digging out the formulas in the cells and translating them to F#. Everything was going fine until I found out that some formulas used the NORMINV function which doesn't exist in the .NET libraries. I started to look for F#, and then C#, implementations without luck (as we are just in the lets-see-if-this-have-any-chance-of-flying stage, we can’t afford any of the excellent but paid numerical libraries for .NET). The closest thing I found was a C++ implementation. The code looked really weird to me (my fault, not the coder's), so I decided to do the translation in two steps: first from C++ to C#, then on to F#. The C# translation seems to be working now, and you can download it from SkyDrive:
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Scrum vs. CMMI Level 3
Of late, I have been helping start a Microsoft SDL implementation effort and, as part of it, it comes the decision of what flavor of MSF we should use: Agile (Scrum nowadays) or CMMI (roughly Level 3 with the Team Foundation Server template). Now, this is a corporate customer, expecting to have budgets and schedules defined in order to green light any sizeable project, so we naturally lean to CMMI but I can’t help remembering all the formal methodology implementation efforts I’ve seen (and sometimes helped
) fail (RUP, anyone?). So, after a few years, I am reading about the subject again, and in Chapter 7 “Effective Change Leadership for Process Improvement” of Michael West’s Real Process Improvement Using the CMMI (ISBN 0849321093), I find these pearls of wisdom on the behavior of top management: