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Accord.Math Matrix Dot() and Ones() functions are not found

Hi,

 

I would like to know why the QC IDE raise an eception when try to create a matrix of one using Matrix.Ones(1, 1)

The IDE says: 'Matrix' does not contain a definition for 'Ones'

I have an equivalent problem with the matrix Dot() product:

176 | 18:56:31:

Build Error: File: /Statistics.cs Line:94 Column:40 - 'double[*,*]' does not contain a definition for 'Dot' and no extension method 'Dot' accepting a first argument of type 'double[*,*]' could be found (are you missing a using directive or an assembly r

How do we know the version of Accord avialable and also what are the libraries and extensions available (Accord.Math, Accord.Statistics, ...)

 

Thank you for your help,

Julien

 

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Hi Julien; we're using version 3.0.1.0, the Matrix class was introduced v3.3

Currently there's no way to know what version QuantConnect is using; but that is a good idea and I'll add it to the things we'll do for the community. It might not happen this week but we'll always get around to applying recommendations like this one!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks Jared. 

It would be nice to have all libraries + versions up to dates one the website. 

When are you planning to upgrade libraries version? What make you do it?

For Matrix/Vector operations and linear algebra, what are you recommanding to use  in QC ecosystem?

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Hi Julien,

We have sucessfull used Math.NET Numerics for matrix/vector operations.
Please have a look at this Portfolio Optimization example. 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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