similar to: Using Ruby on Rails to Create Historical Blog

Hello, I recently started http://www.onrails.be Onrails.be is a Belgian Ruby on Rails site (in Dutch). At the moment however, the site is powered by Textpattern (PHP CMS). I already knew that, and I''m just getting to know Rails myself. If some Dutch people visit this forum: //message is written in Dutch from this point -> Wat vinden jullie ervan? Is de content goed? Zijn de

When using Textpattern with PHP Markdown Extra there is a problem with the textpattern tags. Tags like <txp:image id="42" /> are parsed, but tags like <txp:site_name /> that have an underscore are not. Any ideas how to deal with this? Thanks list, -- Peter Sinn peter.sinn at gmail.com -------------- next part -------------- An HTML attachment was scrubbed... URL:

I am pleased to announce the immediate release of Radius 0.5.0. Radius is a small, but powerful tag-based template language for Ruby inspired by the template languages used in MovableType <www.movabletype.org> and TextPattern <www.textpattern.com>. It uses tags similar to XML, but can be used to generate any form of plain text (HTML, e-mail, etc...). This release is much more feature

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.

Hi people, here is a job that we have open in the US. *First I want to stress:* *You must be a US Citizens to be eligible to apply.* The official description is below, but here is my take on it. We run Linux where possible, but we have some Windows servers where needed. We use Puppet and Capistrano - but we have some way to go to make this seamless. We are heading towards CI/Agile/Blahblah

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

This isn''t Rails or Ruby related, but I just need some advice and thought I''d ask the bright individuals here. I want to start my own blog but I''m not sure where to begin. I don''t want to get a blogger account because I want to have my own domain. Blogger also doesn''t have many features. My hosting service is 1AND1 so it supports php, cgi and mysql.

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

Samba version: 4.1.9 Using the idmap_rid backend Case: A Windows AD security group has a historical SID (sidHistory) whose RID matches the RID of a user in the "current domain" For example: (Note the different domain portions of the SID) Current SID of group G: S-1-5-21-1405700021-3363460546-1698178416-30661 Historical SID of group G:

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",

OK, .Internal is not necessary to reproduce oddity in this area. I also see things like (notice 1980) > strptime(paste0(sample(1900:1999,80,replace=TRUE),"/01/01"), "%Y/%m/%d", tz="CET") [1] "1942-01-01 CEST" "1902-01-01 CET" "1956-01-01 CET" "1972-01-01 CET" [5] "1962-01-01 CET" "1900-01-01 CET"

Hey all, I've just installed Postfix + Dovecot on Xubunto 14.04 LTS. Following this page : Setup a mail server with Postfix and Dovecot on Ubuntu / Debian <http://www.binarytides.com/install-postfix-dovecot-debian/> although I'm able to send emails to GMail and other kind of domain, nothing appears on Thunderbird INBOX, nor using openssl :

Hi everyone!! I am new in R and I want to create a simple R function for estimating historical-VaR. In y_IBM returns, there are 2300 observations. For evaluation I take the next 2000 observations, then I abandon the latest 300 observations. Firstly, I use the window which has the fix length and contains the observations from 1 to 2000 to estimate the VaR. At first I take 2000 obs. and reorder

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]]

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

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

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

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

2015-10-08 0:16 UTC+02:00, Geert Stappers via Syslinux <syslinux at zytor.com>: > On Tue, Sep 01, 2015 at 11:40:14PM -0300, Raphael S Carvalho via Syslinux > wrote: >> On Tue, Sep 1, 2015 at 8:58 PM, Paulo Alcantara via Syslinux < >> syslinux at zytor.com> wrote: >> >> > Hi, >> > >> > My name is Paulo Alcantara. I've been working

> > Message: 6 > Date: Mon, 30 Sep 2013 20:23:16 +0200 > From: David Demelier <demelier.david at gmail.com> > To: freebsd-stable at freebsd.org > Subject: Re: 9.2-PRE: switch off that stupid "Nakatomi Socrates" > Message-ID: <5249C194.8030504 at gmail.com> > Content-Type: text/plain; charset=ISO-8859-1 > > On 30.09.2013 15:50, Matthieu Volat