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I had to implement a Kalman Filter as part of a class project recently. Well, strictly speaking, I didn’t have to, but this is a “simple” and well known algorithm so I thought it would be useful. Also, examples of Kalman Filters online are often only one-dimensional. Anyway, you can find the code here, or [...]

For some reason, having daily Twitter digest updates really annoys me. Who wants to read a blog that consists of digests of low content Twitter messages? I’d turn off the feature permanently, but my OCD demands that I archive all my online prognostication in one place. So I’ve switched to weekly digests. But you don’t [...]