.NET at 9.400 ft above sea level

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:

Please be aware that:

1. I am not an expert in statistics by any stretch of imagination
2. Ditto for numerical methods
3. I have made only a handful of very basic tests

Having said that, the function *seems* to be working so I hope it will help somebody .

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:

You are not exempt from the history or the statistically documented behavior patterns of your peer executives, you are not an exception, so here is what you’re going to say to the organization when it comes to CMMI or process improvement:

• We must get to CMMI Level (pick your number, 1 to 5) to remain competitive.

• I want everyone to support the CMMI effort.

• Your job (or promotion or performance review or raise, you choose) depends on your contribution to CMMI (or getting the maturity level).

• The long-term viability of our enterprise relies on our process capability, not on our individual heroics.

• These are our processes and I expect all of you to follow them.

• CMMI is really important to all of us and our future.

• I expect all of you to embrace change and do things differently.

Those are the things you’ll say. Here is what you’re going to do or not do :

• When push comes to shove, when you are forced to choose between heroics and process to get the product out the door, you will choose heroics.

• You will reward the heroes, the people who work all night or all weekend to solve a customer problem. You will not reward the silent, humble engineer who puts quality first and prevents problems from ever getting to the customer.

• You will ask for status of the CMMI effort in terms of CMMI compliance. You will not ask for measures that indicate improvements in productivity, quality, cycle time, employee satisfaction, customer satisfaction, organizational learning, or other measures of operational excellence.

• You will not ask the process people to give you estimates for effort, cost, and schedule to achieve a CMMI maturity level. You will give them a target date that is tied to your bonus.

• You will tell the people who report to you that you want their support of the CMMI effort. You will not give them any incentive, positive or negative, for that support.

• You will not bother to learn the organizational processes yourself; they are for everyone else.

• You will not personally exhibit the change in behaviors you expect from others.

Alas, as so many who have gone before you, you will fail. Oh, you will get your maturity level/bonus/promotion/raise/praise/plaque on the wall, but make no mistake, you will have failed in leading your organization to change and grow.

So exactly and painfully true! I really don’t have an answer for the customer yet, but I will certainly read as much (and as fast) as I can of Michael book.