search for: charlier

Hi all, Is there anywhere an API with the different method and descrption of the different JS of SCRIPTACULOUS ? Thanks for your good work in Prototype and Scriptaculous !! -- Cyril --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Ruby on Rails: Spinoffs" group. To post to this group, send email to

Good day everyone, I want to use the Gram-Charlier series expansion to model some data. To do that, I need functions to: 1) Calculate 'n' moments from given data 2) Transform 'n' moments to 'n' central moments, or 3) Transform 'n' moments to 'n' cumulants 4) Calculate a number of Hermite polynomials A...

...Ceph. As after some research I found no existing module, I''ll start from scratch but I would be glad to hear from people who would already have started working or this or having any idea or pointers regarding this subject. Thanks, [ By the way, I''m fc on #ceph ! ] -- François Charlier Software Engineer // eNovance labs http://labs.enovance.com // ✉ francois.charlier@enovance.com ☎ +33 1 49 70 99 81 -- You received this message because you are subscribed to the Google Groups "Puppet Users" group. To post to this group, send email to p...

...achine. I managed to compile the upnp sdk and the upnpd daemon and make it run on the leaf.... My question is.. Is there somebody already working on that ? How should I configure shorewall to let upnpd works... I don''t see any packet drop in the log files.. Thanks in advance Etienne Charlier Charlier.Etienne@belgacom.net

Good day everyone, I want to assess the error when fitting a Gram-Charlier CDF to some data 'ws', that is, I want to calculate: Err = |ecdf(ws) - GCh_ser(ws)| The problem is, I cannot get the F(x) values from the ecdf. 'Summary(ecdf())' returns some of the x-axis values, but how do you get the F(x) values? Thank you for any help you can provide....

...e/Soren MacBeth: Leverage Space Portfolio Model Kris Boudt: Portfolio Optimization with Conditional Value-at-Risk Budgets Steve Kane/Jeff Lewis: The esperr package and the Esper API Lightning talks: Peter Carl: The blotter / instrument / strategy toolchain Wei-han Liu: Improved Generalized Gram-Charlier Expansions based on Multivariate Skew Distributions Wendy Wang: Strategic Asset Allocation using Markov Switching James "JD" Long: Zen and the Art of Stochastic Dart Throwing (How I Build Insurance / Reinsurance Models with R) Saturday, April 17th, 2010 ------ Josh Buckner/Mark Se...