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by FaridMoussaoui
August 2nd, 2019, 3:34 pm
Forum: Brainteaser Forum
Topic: exp(5) = [$]e^5[$]
Replies: 544
Views: 100996

Re: exp(5) = [$]e^5[$]

by FaridMoussaoui
August 1st, 2019, 2:32 pm
Forum: Politics Forum
Topic: News from the 'Border'
Replies: 148
Views: 4202

Re: News from the 'Border'

A better solution is to reunify Ireland (NI is a relict of brits colonialism).
by FaridMoussaoui
July 31st, 2019, 1:32 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

There is some "best practice" usage in python. Python's convention to make an instance variable "private" is to add a prefix "double underscore" __ (a _ for protected). Python performs name mangling of private variables. Every member with double underscore will be changed to _object._class__variable...
by FaridMoussaoui
July 29th, 2019, 7:15 pm
Forum: Numerical Methods Forum
Topic: Explicit Formula for computing IV
Replies: 15
Views: 548

Re: Explicit Formula for computing IV

May be because he treated only two cases (as shown in the appendix derivation) for the "asymptotic" behaviour of the IV.

You can have a look to Quantlib function "blackFormulaImpliedStdDevApproximation" for approximations of IV.
by FaridMoussaoui
July 29th, 2019, 12:27 pm
Forum: Numerical Methods Forum
Topic: Explicit Formula for computing IV
Replies: 15
Views: 548

Re: Explicit Formula for computing IV

Isnt' Li formula (15) designed for the deep I(O)TM calls?
by FaridMoussaoui
July 26th, 2019, 4:04 pm
Forum: Off Topic
Topic: Your rants here
Replies: 932
Views: 31803

Re: Your rants here

That's was to say that the Brits were not more morals than Germans.
by FaridMoussaoui
July 25th, 2019, 7:27 pm
Forum: Off Topic
Topic: Your rants here
Replies: 932
Views: 31803

Re: Your rants here

Well the Brits exterminated the Tasmanians before Nazis existed.
by FaridMoussaoui
July 25th, 2019, 5:33 pm
Forum: Off Topic
Topic: Your rants here
Replies: 932
Views: 31803

Re: Your rants here

so "Madagascar BELONGED to France" But "France OCCUPIED by Germany". There are all the same barbaric.
by FaridMoussaoui
July 22nd, 2019, 9:13 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 20
Views: 676

Re: Smoothing splines (clamped spline)

It means it is not actively maintained but it is still there. I even installed it for a test and it's working (you need a fortran compiler).
by FaridMoussaoui
July 22nd, 2019, 5:13 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 20
Views: 676

Re: Smoothing splines (clamped spline)

That's package was removed from CRAN repos. Orphaned and archived on 2014.
It was mainly a call to the fortran librairies.
by FaridMoussaoui
July 19th, 2019, 4:30 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 20
Views: 676

Re: Smoothing splines (clamped spline)

For Alan specific problem with the smoothing parameter, the problem was already solved in Carl de Boor (1978), A Practical Guide to Splines (Chapter XIV). While it is solved with "natural" BC (allowing to have a tridiagonal matrix and adding 2 equations to the linear system), solving for your specif...
by FaridMoussaoui
July 18th, 2019, 8:40 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 20
Views: 676

Re: Smoothing splines (clamped spline)

Well, as your are looking for [$]N[$] locally cubic spline, each spline is defined by [$]4[$] parameters. (e.g [$]4 N[$] unknowns). The cubics need to match at the knots points ([$] 2 N[$] equations). Make also the first derivative & second derivatives continuous at the interior knots points ([$] N ...
by FaridMoussaoui
July 18th, 2019, 1:36 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 20
Views: 676

Re: Smoothing splines (clamped spline)

Alan, check "Numerical Analysis" by Burden, Faires & Reynods (1981). There is something about a clamped cubic spline algorithm.
by FaridMoussaoui
July 16th, 2019, 11:56 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

Why do you use "inch" instead of "cm"? :)
There were no centimeters in the XVIIth century.
Centimetres were invented by Europeans to undermine the British Empire. 
Well, it was the french.

PS: Europe is not a continent as it is a continium of Asia.
by FaridMoussaoui
July 16th, 2019, 3:01 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

Why do you use "inch" instead of "cm"? :)
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