Geeks With Blogs

December 2009 Entries
##### Sonisphere 2010
This blog is supposed to be technical only, but as a life-long dream has come true and the festival of the century has been announced I couldn’t ignore. Sonisphere is great. I’ve been there this year and loved it. Metallica played a kick-ass concert. Next year, however, they’ve decided to raise the bar and got probably the most monstrous line-up I have seen in a single concert together. This is what they’ve got confirmed so far for the UK: On top of that they are giving free tickets to the opening ......

Posted On Thursday, December 17, 2009 2:55 PM

##### In Place Matrix Transpose
If you have read the code I have posted previously in Covariance Matrix Calculation in .NET, the method to transpose a matrix MxN was quite simple. It basically created a new double[,] to represent a NxM matrix and then copied the data from the first to the second matrix in the corresponding positions. That method is straightforward to implement and is necessary when you’re storing a matrix as a double[,] rather than a double[] (single dimension). If you are, however, transposing a square matrix, ......

Posted On Thursday, December 10, 2009 11:55 AM

##### KNN (K – nearest neighbours) estimation in .NET
I have been doing some research recently in estimation methods for time series and related data and have come across the K – nearest neighbours method that uses the distance between the variable we want to estimate and the other variables available and works out the K closest ones. Then it uses a weighted average of the values for the K nearest variables to infer the value of the variable we are missing data. This method has been used in medical research and has proven to have a good performance ......

Posted On Monday, December 7, 2009 12:48 PM

##### Hey There
Well... Hello. People that know me know that back in 2005-2006 when I used to work for a consultancy company I used to have a technical blog and it was useful not only to be in touch with other developers but also to post code that was useful to me even over and over. You can still find that old blog in http://consultingblogs.emc.... After I left that company I spent some crazy 18 months developing one of the coolest systems I have ever worked on for a big American futures broker ......

Posted On Saturday, December 5, 2009 1:00 AM

##### Covariance Matrix Calculation in .NET
UPDATE: Please note that this has got nothing to do with type covariance/contravariance new in .NET 4.0. This is one of the basics but a quick search on the web for code to do this didn't produce any results. The only thing I found was a paid library for matrix operations that although being very good, was a bit too expensive if all I needed was a covariance calculation. I decided then to write my own algorithm for that and publish it here so that I can have it available next time I need it and anybody ......

Posted On Saturday, December 5, 2009 12:38 AM

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