similar to: Conflicts between RIDs from historical domain SIDs

Hi all, The Win32Utils project is the first project in RubyForge history (that I know of) to reclaim a "Top Project Downloads" position. We were in 11th place, but dropped to 12th when Watir passed us several weeks ago. In the last day or so Win32Utils passed Watir, so we''re back in 11th. How did it happen? I''ve been tracking daily downloads somewhat, and

Hi, everybody. For a long time I''ve been interested in putting together a blog-like Web site where I write "posts" on historical events and then the posts are automatically ordered on the main page by the date of the events that they describe. I first had the idea because I thought it would be really easy to just back-date the posts to historical dates and have them

Currently using t.datetime, dates get stored with a timezone and a non- zero time. This is bad. A date restricted to the Unix epoch is unacceptable. The date range must be at least back to 1800. Need a recommendation on what SQL column type, Rails column type and Ruby object type would be the best choice, and how to avoid timezones.

As I've maintained some unofficial packages for a bit now, I've gotten feedback on what is or isn't desired - most of this never ended up on the lists or submitted as bug reports. If anybody is interested in hearing what some sys admins have to say, let me know, and I'll post some of it here. Otherwise, I suspect most of the points will be covered in time. -Yvette --------------

I want to know this. Is this possible? Thanks

Hi anonymous, > I want to know this. Is this possible? Thanks I assume you mean you want to read the archives of the mailinglist? There is an "archives" link on top of each list info page, e.g. http://lists.cs.uiuc.edu/mailman/listinfo/llvmdev (similar for the other mailing list). Hope this helps, Matthijs -------------- next part -------------- A non-text attachment was

Matthijs Kooijman wrote: > I assume you mean you want to read the archives of the mailinglist? There is > an "archives" link on top of each list info page, e.g. > http://lists.cs.uiuc.edu/mailman/listinfo/llvmdev On a related note, is there a way to search the archives? They do not seem to be visible to Google, at least Google searches do not find stuff in the archives. For

I want to search it in my gmail. And even I want to access it offline. But I don't know how to retrieve all the historical email to my gmail. Thanks:) -- 此致 礼 罗勇刚 Yours sincerely, Yonggang Luo

I found no idea, sad.

Hello all I am in the process of trying to create a more fault tolerent HW setup for my asterisk platform, its all going well and I intend to do a wiki about it once its seen to be working. One thing gets me, and hopefully someone here can confirm my suspision - why is zaptel.conf not with the other asterisk files (I assume it is because its responsable for bringing up the hardware, not

Hadley asked about the Blue book; my shelf still has the earlier brown book Becker and Chambers, 1984, S: An interactive environment for data analysis and graphics. The manual page for precedence is $ component select %x special operator - unary minus : sequence operator ^ ** exponentiation * / mult/div + -

Dear R-user, I would like to apply spatial statistics on some historical data, in particular from 1850 to 1900 by registration district of England and Wales. I have searched in the R-archive, but unsuccessfully. Do you know whether R contains those shape files? Or where would be possible to download and use in R? Thanks in advance, Carlo Giovanni Camarda +++++ This mail has been sent through the

Hi Has someone got a package/script at hand to do a historical simulation to calculate the Value at Risk? If your not sure what Historical Simulation is: In simple terms, Historical Simulation (HS) is just taking sample percentiles over a moving sample. Suppose we want to use HS to predict a portfolio's Value-at-Risk at a confidence level of 99 percent and the window size is chosen to be 250

Dear R users, Please let me know how to plot the forecast in such a model: First I do it simple with ARIMA model that works ok with the codes provided to me at the lecture: arima<-arima(HCPIlong, order=c(1,1,0)) arima.predict<-predict(arima, n.ahead= 5 ) ts.plot(HCPIlong,arima.predict$pred,lty=1:2, main="Forecast of HCPI") But I need to include the additional variable in my

Hello All, Does anyone know how to download historical LIBOR rates of different currencies into R? Or if anyone knows of a website that holds all this data...I only need up to january of 2000. Also, how can we make the row names the index of a plot (the names of the x values)? [[alternative HTML version deleted]]

Dear expeRts, I would like to download a time series of historical data from the ticker with symbol "ROG.VX". Interestingly, I obtain constant values (138.3 for each day in the chosen period) although the yahoo.finance website tells me that the time series is not at all constant. What's wrong? Cheers, Marius require(tseries) hq <- get.hist.quote(instrument="ROG.VX",

I have done the usual estimation of GARCH models, applied to my historical dataset (commodities futures) with a maximum likelihood function and selected the best model on the basis of information criteria such as Akaike and Bayes. Can somebody explain me please the calibration scheme for a GARCH model? I was not able to find a paper, dealing with exactly this algorithm for my case. I only

Hi, Are there any utilities or tools to look at historical data of Memory, CPU Utilization or IO activity on CentOS 6.4 or 5.9 Version? For example the how much the memory was consumed for the period of last six months. Regards, Kaushal

Hello Jean-Marc and all, I recently had a talk with somebody about CELP. He said, there is this federal standard 1016 (4.8kbps) with a reference implementation of the Department of Defense (only on Sun, unfortunately, if I got this right). This one is noticed in the manual already. He also said, since there is this implementation of the DoD, nobody would voluntarily re-implement CELP. If I read

Where does the value 2.2e-16 come from in p-values for chisq tests such as those reported below? > Anova(cm.mod2) Analysis of Deviance Table (Type II tests) Response: Freq LR Chisq Df Pr(>Chisq) B 11026.2 1 < 2.2e-16 *** W 7037.5 1 < 2.2e-16 *** Age 886.6 8 < 2.2e-16 *** B:W 3025.2 1 < 2.2e-16 *** B:Age 1130.4 8 < 2.2e-16 *** W:Age 332.9 8 < 2.2e-16 *** --- Signif.