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The current FX implied volatility calculator uses Newton Raphson with an analytical first derivative (vega).
This has numerical issues for short-dated ITM options.
Needs to be fixed by convertin…
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- [x] Elaborate a small database with the critical temperature, critical pressure and acentric factor for pure components (species).
- [x] Include automatically this data in the DB of the variable se…
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The documentation for `newton_raphson_iterate` says:
```
uintmax_t& max_iter
An optional maximum number of iterations to perform.
On exit, this is updated to the actual number of iteration…
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In particular, allow both real and complex input. Also implement bisection if Newton-Raphson cannot be used.
Component: **algebra**
Author: **Jeroen Demeyer**
Branch/Commit: **[u/jdemeyer/ticket/…
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The readme states:
> This package contains the Holomorphic Embedding Loadflow Method (HELM)
> and the Newton-Raphson (NR) algorithm.
However, this software is not actually a Python pack…
Bengt updated
5 years ago
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Reading through https://arxiv.org/abs/2311.08610 and I wanted to highlight some of the polynomial approximation techniques that we could incorporate into HEIR when the time is right:
> 2.3 Polynomi…
j2kun updated
8 months ago
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En timme är för kort. Två timmar gick. Man hinner bara göra en av uppgifterna bra på den tiden.
Verkar finnas skillnader mellan Matlab online och inte (behöver inte `hold on`).
Svårt med detaljk…
dbosk updated
3 years ago
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I always found your minimalist IRLS GLM algorithm at [http://bwlewis.github.io/GLM/ ] very handy to explain to students how GLMs work. I was wondering if, by any chance, you would also happen to have …
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I've encountered the following issue:
```lisp
(clml.statistics:quantile (clml.statistics:beta-distribution 0.01 0.01) 0.23)
```
aborts after second iteration of `#'newton-raphson` through an a…