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Just rebuilt my system using the new Raspberry Pi + Hard drive image. Sorted out the inputs and created some feeds, noticed after about 10 minutes of normal running the time displayed on the LCD suddenly starts leaping about all over the place after having correctly displayed the time. It will jump to a seemingly random time then on the Raspberry Pi time update interval display the correct time for a couple of seconds then revert back to the wrong time.
I am running the "HomeEnergyMonitor" sketch on the LCD, has the data transmitted by the rfm12PI module changed in this new build? Do I need to update the LCD sketch or is something else going wrong here?
Previously the system was working fine (till my SD card died) for a good 3 months.
I'm going to modify the LCD sketch to add in a few print statements so I can check in the serial console what it is receiving, but if anyone has a good idea what is going on, or how to debug this I would really appreciate the help.
Keith
Re: emonGLCD Time display erratic after 10 minutes normal running - solved
Hello Keith, my mistake, the new control packet module is sending on the same node id, I will make an update to fix it.
The easy way to get it to work straight away before a better fix is to remove the control packet addition which can be done by doing the following:
Re: emonGLCD Time display erratic after 10 minutes normal running - solved
Many thanks Trystan, I'll try the update first thing tomorrow. Glad it's not something I had done wrong.
Keith
Re: emonGLCD Time display erratic after 10 minutes normal running - solved
For people interested in sending control packets as well as emonglcd time or sending the time to control nodes. I've added a new feature to the packetgen module that moves the time packet generation to packetgen and out of raspberrypi_run.php
The commit is here: https://github.com/emoncms/packetgen/commit/371b9cefa5d0e1818c55d24bdfed2611796f6d61
To use this update these are the steps on the raspberrypi:
Which moves to the packetgen folder, downloads the update from github, copies over the new raspberrypi_run.php script and then restarts the rfm12piphp service. (You can copy and paste all 4 lines at once, you may need to press enter)
Re: emonGLCD Time display erratic after 10 minutes normal running - solved
For the default emonglcd sketch to detect the time packet generated by packetgen a control packet that starts like this needs to be created:
The variable names hour, minute, second are special names that tell the module to automatically set the values of these variables to the system time:


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Messenger API if available will post here The osts will run down the page depending How
the nformation is parsed to the shopping Cart. We are not aware of any API for such now. Scott is working with Dan Gill
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Class MailServerControllerApi
Represents a collection of functions to interact with the API endpoints
Implements
Inherited Members
Namespace: mailslurp.Api
Assembly: mailslurp.dll
Syntax
public class MailServerControllerApi : IMailServerControllerApi, IMailServerControllerApiSync, IMailServerControllerApiAsync, IApiAccessor
Constructors
View SourceMailServerControllerApi()
Initializes a new instance of the MailServerControllerApi class.
Declaration
public MailServerControllerApi()
MailServerControllerApi(Configuration)
Initializes a new instance of the MailServerControllerApi class using Configuration object
Declaration
public MailServerControllerApi(Configuration configuration)
Parameters
| Type | Name | Description |
|---|---|---|
| Configuration | configuration | An instance of Configuration |
MailServerControllerApi(ISynchronousClient, IAsynchronousClient, IReadableConfiguration)
Initializes a new instance of the MailServerControllerApi class using a Configuration object and client instance.
Declaration
public MailServerControllerApi(ISynchronousClient client, IAsynchronousClient asyncClient, IReadableConfiguration configuration)
Parameters
| Type | Name | Description |
|---|---|---|
| ISynchronousClient | client | The client interface for synchronous API access. |
| IAsynchronousClient | asyncClient | The client interface for asynchronous API access. |
| IReadableConfiguration | configuration | The configuration object. |
MailServerControllerApi(string)
Initializes a new instance of the MailServerControllerApi class.
Declaration
public MailServerControllerApi(string basePath)
Parameters
| Type | Name | Description |
|---|---|---|
| string | basePath |
Properties
View SourceAsynchronousClient
The client for accessing this underlying API asynchronously.
Declaration
public IAsynchronousClient AsynchronousClient { get; set; }
Property Value
| Type | Description |
|---|---|
| IAsynchronousClient |
Client
The client for accessing this underlying API synchronously.
Declaration
public ISynchronousClient Client { get; set; }
Property Value
| Type | Description |
|---|---|
| ISynchronousClient |
Configuration
Gets or sets the configuration object
Declaration
public IReadableConfiguration Configuration { get; set; }
Property Value
| Type | Description |
|---|---|
| IReadableConfiguration | An instance of the Configuration |
ExceptionFactory
Provides a factory method hook for the creation of exceptions.
Declaration
public ExceptionFactory ExceptionFactory { get; set; }
Property Value
| Type | Description |
|---|---|
| ExceptionFactory |
Methods
View SourceDescribeMailServerDomain(DescribeDomainOptions, int)
Get DNS Mail Server records for a domain
Declaration
public DescribeMailServerDomainResult DescribeMailServerDomain(DescribeDomainOptions describeDomainOptions, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| DescribeDomainOptions | describeDomainOptions | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| DescribeMailServerDomainResult | DescribeMailServerDomainResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
DescribeMailServerDomainAsync(DescribeDomainOptions, int, CancellationToken)
Get DNS Mail Server records for a domain
Declaration
public Task<DescribeMailServerDomainResult> DescribeMailServerDomainAsync(DescribeDomainOptions describeDomainOptions, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| DescribeDomainOptions | describeDomainOptions | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<DescribeMailServerDomainResult> | Task of DescribeMailServerDomainResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
DescribeMailServerDomainWithHttpInfo(DescribeDomainOptions, int)
Get DNS Mail Server records for a domain
Declaration
public ApiResponse<DescribeMailServerDomainResult> DescribeMailServerDomainWithHttpInfo(DescribeDomainOptions describeDomainOptions, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| DescribeDomainOptions | describeDomainOptions | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| ApiResponse<DescribeMailServerDomainResult> | ApiResponse of DescribeMailServerDomainResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
DescribeMailServerDomainWithHttpInfoAsync(DescribeDomainOptions, int, CancellationToken)
Get DNS Mail Server records for a domain
Declaration
public Task<ApiResponse<DescribeMailServerDomainResult>> DescribeMailServerDomainWithHttpInfoAsync(DescribeDomainOptions describeDomainOptions, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| DescribeDomainOptions | describeDomainOptions | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<ApiResponse<DescribeMailServerDomainResult>> | Task of ApiResponse (DescribeMailServerDomainResult) |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetBasePath()
Gets the base path of the API client.
Declaration
public string GetBasePath()
Returns
| Type | Description |
|---|---|
| string | The base path |
GetDnsLookup(DNSLookupOptions, int)
Lookup DNS records for a domain
Declaration
public DNSLookupResults GetDnsLookup(DNSLookupOptions dNSLookupOptions, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| DNSLookupOptions | dNSLookupOptions | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| DNSLookupResults | DNSLookupResults |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetDnsLookupAsync(DNSLookupOptions, int, CancellationToken)
Lookup DNS records for a domain
Declaration
public Task<DNSLookupResults> GetDnsLookupAsync(DNSLookupOptions dNSLookupOptions, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| DNSLookupOptions | dNSLookupOptions | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<DNSLookupResults> | Task of DNSLookupResults |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetDnsLookupWithHttpInfo(DNSLookupOptions, int)
Lookup DNS records for a domain
Declaration
public ApiResponse<DNSLookupResults> GetDnsLookupWithHttpInfo(DNSLookupOptions dNSLookupOptions, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| DNSLookupOptions | dNSLookupOptions | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| ApiResponse<DNSLookupResults> | ApiResponse of DNSLookupResults |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetDnsLookupWithHttpInfoAsync(DNSLookupOptions, int, CancellationToken)
Lookup DNS records for a domain
Declaration
public Task<ApiResponse<DNSLookupResults>> GetDnsLookupWithHttpInfoAsync(DNSLookupOptions dNSLookupOptions, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| DNSLookupOptions | dNSLookupOptions | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<ApiResponse<DNSLookupResults>> | Task of ApiResponse (DNSLookupResults) |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetIpAddress(string, int)
Get IP address for a domain
Declaration
public IPAddressResult GetIpAddress(string name, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| string | name | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| IPAddressResult | IPAddressResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetIpAddressAsync(string, int, CancellationToken)
Get IP address for a domain
Declaration
public Task<IPAddressResult> GetIpAddressAsync(string name, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| string | name | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<IPAddressResult> | Task of IPAddressResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetIpAddressWithHttpInfo(string, int)
Get IP address for a domain
Declaration
public ApiResponse<IPAddressResult> GetIpAddressWithHttpInfo(string name, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| string | name | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| ApiResponse<IPAddressResult> | ApiResponse of IPAddressResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
GetIpAddressWithHttpInfoAsync(string, int, CancellationToken)
Get IP address for a domain
Declaration
public Task<ApiResponse<IPAddressResult>> GetIpAddressWithHttpInfoAsync(string name, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| string | name | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<ApiResponse<IPAddressResult>> | Task of ApiResponse (IPAddressResult) |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
VerifyEmailAddress(VerifyEmailAddressOptions, int)
Deprecated. Use the EmailVerificationController methods for more accurate and reliable functionality. Verify the existence of an email address at a given mail server.
Declaration
[Obsolete]
public EmailVerificationResult VerifyEmailAddress(VerifyEmailAddressOptions verifyEmailAddressOptions, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| VerifyEmailAddressOptions | verifyEmailAddressOptions | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| EmailVerificationResult | EmailVerificationResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
VerifyEmailAddressAsync(VerifyEmailAddressOptions, int, CancellationToken)
Deprecated. Use the EmailVerificationController methods for more accurate and reliable functionality. Verify the existence of an email address at a given mail server.
Declaration
[Obsolete]
public Task<EmailVerificationResult> VerifyEmailAddressAsync(VerifyEmailAddressOptions verifyEmailAddressOptions, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| VerifyEmailAddressOptions | verifyEmailAddressOptions | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<EmailVerificationResult> | Task of EmailVerificationResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
VerifyEmailAddressWithHttpInfo(VerifyEmailAddressOptions, int)
Deprecated. Use the EmailVerificationController methods for more accurate and reliable functionality. Verify the existence of an email address at a given mail server.
Declaration
[Obsolete]
public ApiResponse<EmailVerificationResult> VerifyEmailAddressWithHttpInfo(VerifyEmailAddressOptions verifyEmailAddressOptions, int operationIndex = 0)
Parameters
| Type | Name | Description |
|---|---|---|
| VerifyEmailAddressOptions | verifyEmailAddressOptions | |
| int | operationIndex | Index associated with the operation. |
Returns
| Type | Description |
|---|---|
| ApiResponse<EmailVerificationResult> | ApiResponse of EmailVerificationResult |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |
VerifyEmailAddressWithHttpInfoAsync(VerifyEmailAddressOptions, int, CancellationToken)
Deprecated. Use the EmailVerificationController methods for more accurate and reliable functionality. Verify the existence of an email address at a given mail server.
Declaration
[Obsolete]
public Task<ApiResponse<EmailVerificationResult>> VerifyEmailAddressWithHttpInfoAsync(VerifyEmailAddressOptions verifyEmailAddressOptions, int operationIndex = 0, CancellationToken cancellationToken = default)
Parameters
| Type | Name | Description |
|---|---|---|
| VerifyEmailAddressOptions | verifyEmailAddressOptions | |
| int | operationIndex | Index associated with the operation. |
| CancellationToken | cancellationToken | Cancellation Token to cancel the request. |
Returns
| Type | Description |
|---|---|
| Task<ApiResponse<EmailVerificationResult>> | Task of ApiResponse (EmailVerificationResult) |
Exceptions
| Type | Condition |
|---|---|
| ApiException | Thrown when fails to make API call |


WarpWallet OSK is a slightly modified version of WarpWallet. OSK stands for On-Screen Keyboard. WarpWallet OSK adds an on-screen keyboard (and that only) to the original WarpWallet in order to increase the security against keyloggers.
WarpWallet is a deterministic bitcoin address generator developed by keybase. The official WarpWallet sites are: GitHub keybase


{% include "dashboard_templates/dashboard_item.html" %} {% include "dashboard_templates/dashboard_job_item.html" %} {% include "dashboard_templates/dashboard_app.html" %} {% include "partials/spinnermsg.html" %}


A LITTLE ABOUT ME
I've had a robust career designingbooks in-house for imprints ofHarperCollins, Macmillan, Random House and Reader’s Digest and designing books and magazines as Associate Art Director for Topix Media Lab. I have worked with the biggest and best creativepartners, including Disney, Nickelodeon, Mother Goose Club, and many others.
 I have also played violin in community orchestras.


As stated in Laravel manual:
To rename a column, you may use the renameColumn method on the Schema builder. Before renaming a column, be sure to add the doctrine/dbal dependency to your composer.json file:
Read More


layout: post title: ‘mootools 1.2 cheat sheet’ published: true author: mediavrog comments: true date: 2008-06-11 04:06:30 tags: - cheat-sheet - development - mootools categories: - mootools permalink: /2008/06/11/mootools/mootools-12-cheat-sheet image: thumb: mt12cheat.jpg — > The Javascript Framework mootools recently hit the „advance“ button and so mootools 1.2 was published! It comes along with great new features and speed improvements.
For your coding pleasure, i just updated my cheat sheet to the new revision. It includes cheat sheet like documentation for Core, Native, Class, Element, Utilities and Request. I’ll launch another cheatsheet which will cover FX and Plugins soon.
Enjoy!
[
Mootools 1.2 Basic Cheat Sheet (printer friendly)][2] [*.pdf, 80kB]
[
Mootools 1.2 Basic Cheat Sheet][3] [*.pdf, 82kB]
I’ll update it tonight, so that the headers will be direct links into the mootools docs! Done!
Thanks!


LeBron James: Anthony Davis Needs to ‘Take More Threes’
by Marcel MutoniLeBron James, along with the Lakers’ coaching staff, is pleading with teammate Anthony Davis to hoist up more three-point shot attempts.
Davis is “too damn good of a shooter” not to put ’em up, according to James.
AD went 4-for-7 from beyond the arc en route to a game-high 33 points Friday night, leading visiting Los Angeles past the OKC Thunder 130-127.
Per The LA Times:
“I already knew,” Davis said. “The ones that I miss I’m either falling back or hesitant on a shot because I want to make the right play. I probably drive or find another player for a shot or I’m not getting my feet set or whatever. Now I’m always shot ready knowing that if it comes to me, I’m going to shoot it.”
In his first three NBA seasons he attempted only 27 threes. That number jumped to 108 the next season and 162 in the 2017-18 season, which was a career high. He’s on pace to shatter that mark this season. Davis has already attempted 44 threes and made 34.1% of them.
“We want him to take more threes,” LeBron James said.
 And he’s been doing that the last couple games.”
Related LeBron James: Anthony Davis ‘Right There’ as Defensive Player of the Year


-
Name: Master of Puppets
-
Artists: Metallica
-
Producer: Flemming Rasmussen
-
Price: 10.99
-
Songs:
- Battery - 5:12
- Master of Puppets - 8:36
- The Thing That Should Not Be - 6:37
- Welcome Home (Sanitarium) - 6:27
- Disposable Heroes - 8:17
- Leper Messiah - 5:40
- Orion - 8:28
- Damage, Inc. - 5:29
-
Name: The Number of the Beast
-
Artists: Iron Maiden
-
Producer: Martin Birch
-
Price: 14.50
-
Songs:
- Invaders - 3:20
- Children of the Damned - 4:34
- The Prisoner - 5:34
- 22 Acacia Avenue - 6:34
- The Number of the Beast - 4:25
- Run to the Hills - 3:50
- Gangland - 3:46
- Hallowed Be Thy Name - 7:08
-
Name: Paranoid
-
Artists: Black Sabbath
-
Producer: Rodger Bain
-
Price: 14.99
-
Songs:
- War Pigs - 7:57
- Paranoid - 2:48
- Planet Caravan - 4:32
- Iron Man - 5:56
- Electric Funeral - 4:53
- Hand of Doom - 7:08
- Rat Salad - 2:30
- Fairies Wear Boots - 6:15
-
Name: ...And Justice for All
-
Artists: Metallica
-
Producer: Flemming Rasmussen
-
Price: 25.00
-
Songs:
- Blackened - 6:40
- ...And Justice for All - 9:44
- Eye of the Beholder - 6:25
- One - 7:24
- The Shortest Straw - 6:35
- Harvester of Sorrow - 5:42
- The Frayed End of Sanity - 7:40
- To Live is to Die - 9:48
- Dyers Eve - 5:12


UC
Our Site
U
nder
C
onstruction
We are done with the backend just front end to go. The site will launch in:


The COVID-19 pandemic has proven the importance of clear, concise, and accurate communication and knowledge translation. News media outlets have been clouding the accuracy of information regarding the COVID-19 pandemic that is distributed to the public. In turn, this has caused the general public further confusion and increased misunderstanding of all things COVID-19 related. This application is meant to provide you with access to accurate, scientific journal publication resources and Canadian wide COVID statistics in comparison to news publications. We hope that this application will appropriately inform you amidst the misinformation created by the news and media.
BSc Med. Sciences, MBA-MPH
B.Kin Kinesiology, R.Kin, MPK
Entrepreneur
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Junior React Developer


Kaiser Permanente CEO Bernard Tyson dies unexpectedly at 60
Bernard J. Tyson, chairman and chief executive officer of not-for-profit health insurer Kaiser Permanente, died unexpectedly in his sleep on Sunday, aged 60, the company said in a statement.
REUTERS: Bernard J. Tyson, chairman and chief executive officer of not-for-profit health insurer Kaiser Permanente, died unexpectedly in his sleep on Sunday, aged 60, the company said in a statement.
Tyson, who held the top job since 2013, was Oakland, California-based Kaiser Permanente's first black chief executive and a strong proponent for affordable and accessible healthcare.
The company did not give a cause of death. A company spokesperson did not immediately respond to a request for comment.
A day earlier on Saturday, the San Francisco native took to Twitter to post about "high-tech and high-touch" healthcare.
Tyson was described by colleagues in a company statement as "an outstanding leader, visionary and champion for high-quality, affordable health care for all Americans."
In response to Tyson's death, the National Union of Healthcare Workers postponed a five-day strike by 4,000 mental health professional that had been set to begin on Monday at more than 100 Kaiser clinics across California.
"Our members dedicate their lives to helping people through tragedy and trauma, and they understood that a strike would not be appropriate during this period of mourning and reflection," union president Sal Rosselli said in a statement.
The union, locked in a contract dispute its leaders say centers on demands for improved retirement and health benefits for Kaiser's mental health clinicians, has yet to reschedule the strike, he said.
Kaiser's annual operating revenue as of June was nearly US$80 billion, up from about US$53 billion in 2013 when Tyson took over as CEO, according to the company's website.
The company, which serves more than 12 million people across the United States and was founded in 1945, named Gregory Adams, executive vice president, as interim chairman and CEO.
(Reporting by Melissa Fares in New York; Editing by Richard Pullin and Christopher Cushing)


{% extends "pcrd_unpack/layout.html" %} {% load static %} {% static '/Texture2D/assets/_elementsresources/resources/comic/' as comic_dir %} {% block content %}
here should be some discription


Go to
hazelcast.org/documentation
Documentation
Version: 3.4.8 - Publication Date : May 11, 2016
Preface
What's New in Hazelcast 3.6
Release Notes
New Features
Enhancements
Fixes
Upgrading Hazelcast
Upgrading from 2.x
Upgrading from 3.x
Document Revision History
Getting Started
Installation
Hazelcast
Hazelcast Enterprise
Starting the Member and Client
Deploying On Amazon EC2
Configuring Hazelcast
Phoning Home
Hazelcast Overview
Sharding in Hazelcast
Hazelcast Topology
Why Hazelcast?
Data Partitioning
How the Data is Partitioned
Partition Table
Repartitioning
Use Cases
Resources
Hazelcast Clusters
Discovering Cluster Members
Discovering Members by Multicast
Discovering Members by TCP
Discovering Members within EC2 Cloud
Creating Cluster Groups
Distributed Data Structures
Map
Getting a Map and Putting an Entry
Backing Up Maps
Evicting Map Entries
Setting In Memory Format
Loading and Storing Persistent Data
Creating Near Cache for Map
Locking Maps
Accessing Entry Statistics
Listening to Map Events
Adding Interceptors
Preventing Out of Memory Exceptions
Queue
Getting a Queue and Putting Items
Creating an Example Queue
Setting a Bounded Queue
Queueing with Persistent Datastore
Configuring Queue
MultiMap
Getting a MultiMap and Putting an Entry
Configuring MultiMap
Set
Getting a Set and Putting Items
Listening for Set Item Events
List
Getting a List and Putting Items
Listening for List Item Events
Ringbuffer
Getting a Ringbuffer and Reading Items
Adding Items to a Ringbuffer
IQueue vs. Ringbuffer
Configuring Ringbuffer Capacity
Backing Up Ringbuffer
Configuring Ringbuffer Time To Live
Setting Ringbuffer Overflow Policy
Configuring Ringbuffer In-Memory Format
Adding Batched Items
Reading Batched Items
Using Async Methods
Ringbuffer Configuration Examples
Topic
Getting a Topic and Publishing Messages
Getting Topic Statistics
Understanding Topic Behavior
Configuring Topic
Reliable Topic
Sample Reliable ITopic Code
Slow Consumers
Lock
Using Try-Catch Blocks with Locks
Releasing Locks with tryLock Timeout
Avoiding Waiting Threads with Lease Time
Understanding Lock Behavior
Synchronizing Threads with ICondition
IAtomicLong
Sending Functions to IAtomicLong
Executing Functions on IAtomicLong
Reasons to Use Functions with IAtomic
ISemaphore
Controlling Thread Counts with Semaphore Permits
Example Semaphore Code
Example Semaphore Configuration
IAtomicReference
Sending Functions to IAtomicReference
Using IAtomicReference
ICountDownLatch
Gate-Keeping Concurrent Activities
Recovering From Failure
Using ICountDownLatch
IdGenerator
Generating Cluster-Wide IDs
Unique IDs and Duplicate IDs
Replicated Map
Replicating Instead of Partitioning
Example Replicated Map Code
Read Write Considerations for Replicated Map
Breakage of the Map-Contract
Configuration Design for Replicated Map
Configuring Replicated Map
Using EntryListener on Replicated Map
Distributed Events
Event Listeners for Hazelcast Members
Listening for Member Events
Listening for Distributed Object Events
Listening for Migration Events
Listening for Partition Lost Events
Listening for Lifecycle Events
Listening for Item Events
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|
BTK
0.3dev.0
Open-source library to visualize/process biomechanical data
|
Store read/write properties on a acquisition file IO. More...
#include <btkAcquisitionFileIOHandle.h>
Classes | |
| class | Functor |
| Abstract class used to store a pointer to the method New() of a class inheriting from btk::AcquisitionFileIO. More... | |
Public Types | |
| typedef SharedPtr < AcquisitionFileIOHandle > | Pointer |
Public Member Functions | |
| AcquisitionFileIO::Pointer | GetFileIO () const |
| const AcquisitionFileIOHandle::Functor::Pointer | GetFunctor () const |
| bool | HasReadOperation () const |
| bool | HasWriteOperation () const |
Static Public Member Functions | |
| static Pointer | New (AcquisitionFileIOHandle::Functor::Pointer f, bool r, bool w) |
Protected Member Functions | |
| AcquisitionFileIOHandle (AcquisitionFileIOHandle::Functor::Pointer f, bool r, bool w) | |
Protected Attributes | |
| bool | m_ReadOp |
| bool | m_WriteOp |
| AcquisitionFileIOHandle::Functor::Pointer | mp_Functor |
Store read/write properties on a acquisition file IO.
This class is only intended to be able to add a file format dynamically in the file factory, by using the method btk::btkAcquisitionFileIOFactory::AddFileIO(). However, it is needed to create a functor class inheriting from the class AcquisitionFileIOHandle::Functor able to create an acquisition file IO.
Smart pointer associated with an AcquisitionFileIOHandle object.
|
inlineprotected |
Constructor
|
inline |
Creates an acquisition File IO based on the given functor.
|
inline |
Returns the functor used with this handle.
|
inline |
Check if this acquisition file IO can read file.
|
inline |
heck if this acquisition file IO can write file.
|
inlinestatic |
Create a AcquisitionFileIOHandle object and return it as a smart pointer to it.
This static method requires a functor pointing to a static method able to create an object inherting from the class btk::AcquisitionFileIO. It also need to know if the given functor can read and/or write some file format.
|
protected |
Boolean value to know if the given acquisition file IO (represented by the given functor) can read file
|
protected |
Boolean value to know if the given acquisition file IO (represented by the given functor) can write file
|
protected |
Functor pointing to a static method able to create an object inherting from the class btk::AcquisitionFileIO


#!/usr/bin/env python2
# -*- coding: utf-8 -*-
#
# MIT License
#
# Copyright (c) 2018 Miha Purg<EMAIL_ADDRESS>#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
#
#
#
"""
This module implements several force-field potential energy functions,
and functions for calculating distances, angles and dihedral angles, as
implemented in Q.
"""
import math
from Qpyl.core import qstructure
from Qpyl.common import __version__, raise_or_log
[docs]def bond_distance(ac1, ac2):
"""
Calculate the bond distance.
Args:
ac1, ac2 (qstructure.PosVector): atom coordinates
Returns:
r (float): distance in Angstrom
"""
r21 = qstructure.PosVector(x=ac1.x - ac2.x,
y=ac1.y - ac2.y,
z=ac1.z - ac2.z)
return math.sqrt(sum([a**2 for a in r21]))
[docs]def angle_angle(ac1, ac2, ac3):
"""
Calculate the angle (of the angle).
Args:
ac1, ac2, ac3 (qstructure.PosVector): atom coordinates
Returns:
theta (float): angle in Degrees
"""
r21 = qstructure.PosVector(x=ac1.x - ac2.x,
y=ac1.y - ac2.y,
z=ac1.z - ac2.z)
r23 = qstructure.PosVector(x=ac3.x - ac2.x,
y=ac3.y - ac2.y,
z=ac3.z - ac2.z)
# get the angle from the dot product equation
# ( A*B = |A|*|B|*cos(theta) )
# where A and B are vectors bewteen atoms (2->1 and 2->3)
dr21 = math.sqrt(sum([a**2 for a in r21]))
dr23 = math.sqrt(sum([a**2 for a in r23]))
dot_product = sum([a*b for (a, b) in zip(r21, r23)])
cos_theta = 1.0*dot_product/(dr21*dr23)
theta = math.acos(cos_theta) # in radians
return 180.0 * theta/math.pi
[docs]def torsion_angle(ac1, ac2, ac3, ac4):
"""
Calculate the dihedral angle.
Args:
ac1, ac2, ac3, ac4 (qstructure.PosVector): atom coordinates
Returns:
theta (float): angle in Degrees
"""
r21 = qstructure.PosVector(x=ac1.x - ac2.x,
y=ac1.y - ac2.y,
z=ac1.z - ac2.z)
r23 = qstructure.PosVector(x=ac3.x - ac2.x,
y=ac3.y - ac2.y,
z=ac3.z - ac2.z)
r34 = qstructure.PosVector(x=ac4.x - ac3.x,
y=ac4.y - ac3.y,
z=ac4.z - ac3.z)
# vector product n2 = r21 x r23
n2 = qstructure.PosVector(x=r21.y*r23.z - r21.z*r23.y,
y=r21.z*r23.x - r21.x*r23.z,
z=r21.x*r23.y - r21.y*r23.x)
# vector product n3 = r34 x r23
n3 = qstructure.PosVector(x=r34.y*r23.z - r34.z*r23.y,
y=r34.z*r23.x - r34.x*r23.z,
z=r34.x*r23.y - r34.y*r23.x)
# get the angle from the dot product equation ( A*B = |A|*|B|*cos(phi) )
# where A and B are normal vectors n2 and n3
dn2 = math.sqrt(sum([a**2 for a in n2]))
dn3 = math.sqrt(sum([a**2 for a in n3]))
dot_product = sum([a*b for (a, b) in zip(n2, n3)])
cos_phi = 1.0*dot_product/(dn2*dn3)
if cos_phi < -1: cos_phi = -1
elif cos_phi > 1: cos_phi = 1
phi = math.acos(cos_phi) # in radians
return 180.0 * phi/math.pi
[docs]def improper_angle(ac1, ac2, ac3, ac4):
"""
Calculate the dihedral angle.
Args:
ac1, ac2, ac3, ac4 (qstructure.PosVector): atom coordinates
Returns:
theta (float): angle in Degrees
"""
return torsion_angle(ac1, ac2, ac3, ac4)
[docs]def bond_energy(r, fc, r0):
"""
Calculate the bond energy using the harmonic potential.
Args:
r (float): distance between atoms [angstrom]
fc (float): force constant [kcal/mol]
r0 (float): equilibrium distance [angstrom]
Returns:
e_bond (float): energy of bond [kcal/mol]
"""
return 0.5 * fc * (r - r0)**2
[docs]def angle_energy(theta, fc, theta0):
"""
Calculate the angle energy using the harmonic potential.
Args:
theta (float): angle between atoms [degrees]
fc (float): force constant [kcal/mol]
theta0 (float): equilibrium angle [degrees]
Returns:
e_angle (float): energy of angle [kcal/mol]
"""
theta = math.pi/180.0 * theta # degrees to radians
theta0 = math.pi/180.0 * theta0 # degrees to radians
return 0.5 * fc * (theta - theta0)**2
[docs]def torsion_energy(phi, fc, multiplicity, npaths, phi0):
"""
Calculate the torsion energy using the periodic potential.
One torsion term at a time, using this function:
E = fc/npaths * [1 + cos(multiplicity*phi - phi0)]
Args:
phi (float): dihedral angle [degrees]
fc (float): force constant [kcal/mol]
multiplicity (float): multiplicity [/]
npaths (float): division factor [/]
phi0 (float): phase shift [degrees]
Returns:
e_torsion (float): energy of torsion [kcal/mol]
"""
phi = math.pi/180.0 * phi # degrees to radians
phi0 = math.pi/180.0 * phi0 # degrees to radians
return 1.0 * fc/npaths * (1 + math.cos(multiplicity*phi - phi0))
[docs]def improper_energy_periodic(phi, fc, multiplicity, phi0):
"""
Calculate the improper energy using the periodic potential.
Using the same potential as torsion_energy(), with npaths==1.
E = fc/npaths * [1 + cos(multiplicity*phi - phi0)]
Args:
phi (float): dihedral angle [degrees]
fc (float): force constant [kcal/mol]
multiplicity (float): multiplicity [/]
phi0 (float): phase shift [degrees]
Returns:
e_improper (float): energy of improper [kcal/mol]
"""
phi = math.pi/180.0 * phi # degrees to radians
phi0 = math.pi/180.0 * phi0 # degrees to radians
return fc * (1 + math.cos(multiplicity*phi - phi0))


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| smooth.terms {mgcv} | R Documentation |
Smooth terms are specified in a gam
formula using s
, te
, ti
and t2
terms.
Various smooth classes are available, for different modelling tasks, and users can add smooth classes
(see user.defined.smooth
). What defines a smooth class is the basis used to represent
the smooth function and quadratic penalty (or multiple penalties) used to penalize
the basis coefficients in order to control the degree of smoothness. Smooth classes are
invoked directly by s
terms, or as building blocks for tensor product smoothing
via te
, ti
or t2
terms (only smooth classes with single penalties can be used in tensor products). The smooths
built into the mgcv
package are all based one way or another on low rank versions of splines. For the full rank
versions see Wahba (1990).
Note that smooths can be used rather flexibly in gam
models. In particular the linear predictor of the GAM can
depend on (a discrete approximation to) any linear functional of a smooth term, using by
variables and the
‘summation convention’ explained in linear.functional.terms
.
The single penalty built in smooth classes are summarized as follows
bs="tp"
. These are low rank isotropic smoothers of any number of covariates. By isotropic is
meant that rotation of the covariate co-ordinate system will not change the result of smoothing. By low rank is meant
that they have far fewer coefficients than there are data to smooth. They are reduced rank versions of the thin plate splines and use the thin plate spline penalty. They are the default
smooth for s
terms because there is a defined sense in which they are the optimal smoother of any given
basis dimension/rank (Wood, 2003). Thin plate regression splines do not have ‘knots’
(at least not in any conventional sense): a truncated eigen-decomposition is used to achieve the rank reduction. See tprs
for further details.
bs="ts"
is as "tp"
but with a modification to the smoothing penalty, so that the null space is also penalized slightly and the
whole term can therefore be shrunk to zero.
bs="ds"
. These generalize thin plate splines. In particular, for any given number of covariates they
allow lower orders of derivative in the penalty than thin plate splines (and hence a smaller null space).
See Duchon.spline
for further details.
bs="cr"
.
These have a cubic spline basis defined by a modest sized
set of knots spread evenly through the
covariate values. They are penalized by the conventional intergrated square second derivative cubic spline penalty.
For details see cubic.regression.spline
and e.g. Wood (2006a).
bs="cs"
specifies a shrinkage version of "cr"
.
bs="cc"
specifies a cyclic cubic regression splines (see cyclic.cubic.spline). i.e. a penalized cubic regression splines whose ends match, up to second
derivative.
bs="sos"
.
These are two dimensional splines on a sphere. Arguments are latitude and longitude, and they are
the analogue of thin plate splines for the sphere. Useful for data sampled over a large portion of the globe,
when isotropy is appropriate. See Spherical.Spline
for details.
bs="ps"
.
These are P-splines as proposed by Eilers and Marx (1996). They combine a B-spline basis, with a discrete penalty
on the basis coefficients, and any sane combination of penalty and basis order is allowed. Although this penalty has no exact interpretation in terms of function shape, in the way that the derivative penalties do, P-splines perform almost as well as conventional splines in many standard applications, and can perform better in particular cases where it is advantageous to mix different orders of basis and penalty.
bs="cp"
gives a cyclic version of a P-spline (see cyclic.p.spline).
bs="re"
. These are parametric terms penalized by a ridge penalty (i.e. the identity matrix). When such a smooth has multiple arguments
then it represents the parametric interaction of these arguments, with the coefficients penalized by a ridge penalty. The ridge penalty is equivalent to an
assumption that the coefficients are i.i.d. normal random effects. See smooth.construct.re.smooth.spec
.
bs="mrf"
. These are popular when space is split up into discrete contiguous
geographic units (districts of a town, for example). In this case a simple smoothing penalty is constructed
based on the neighbourhood structure of the geographic units. See mrf
for details and an example.
bs="gp"
. Gaussian process models with a variety of simple correlation functions can be represented as smooths. See gp.smooth
for details.
bs="so"
(actually not single penaltied, but bs="sw"
and bs="sf"
allows splitting into single penalty components for use in tensor product smoothing). These are finite area smoothers designed to smooth within complicated geographical boundaries, where the boundary matters (e.g. you do not want to smooth across boundary features). See soap
for details.
Broadly speaking the default penalized thin plate regression splines tend to give the best MSE performance, but they are slower to set up than the other bases. The knot based penalized cubic regression splines (with derivative based penalties) usually come next in MSE performance, with the P-splines doing just a little worse. However the P-splines are useful in non-standard situations.
All the preceding classes (and any user defined smooths with single penalties) may be used as marginal
bases for tensor product smooths specified via te
, ti
or t2
terms. Tensor
product smooths are smooth functions
of several variables where the basis is built up from tensor products of bases for smooths of fewer (usually one)
variable(s) (marginal bases). The multiple penalties for these smooths are produced automatically from the
penalties of the marginal smooths. Wood (2006b) and Wood, Scheipl and Faraway (2012), give the general recipe for these constructions.
te
smooths have one penalty per marginal basis, each of which is interpretable in a similar way to the marginal penalty from which it is derived. See Wood (2006b).
ti
smooths exclude the basis functions associated with the ‘main effects’ of the marginal smooths, plus interactions other than the highest order specified. These provide a stable an interpretable way of specifying models with main effects and interactions. For example if we are interested in linear predicto f1(x) + f2(z) + f3(x,z), we might use model formula y~s(x)+s(z)+ti(x,z)
or y~ti(x)+ti(z)+ti(x,z)
. A similar construction involving te
terms instead will be much less statsitically stable.
t2
uses an alternative tensor product construction that results in more penalties each having a simple non-overlapping structure allowing use with the gamm4
package. It is a natural generalization of the SS-ANOVA construction, but the penalties are a little harder to interpret. See Wood, Scheipl and Faraway (2012/13).
Tensor product smooths often perform better than isotropic smooths when the covariates of a smooth are not naturally
on the same scale, so that their relative scaling is arbitrary. For example, if smoothing with repect to time and
distance, an isotropic smoother will give very different results if the units are cm and minutes compared to if the units are metres and seconds: a tensor product smooth will give the same answer in both cases (see te
for an example of this). Note that te
terms are knot based, and the thin plate splines seem to offer no advantage over cubic or P-splines as marginal bases.
Some further specialist smoothers that are not suitable for use in tensor products are also available.
bs="ad"
Univariate and bivariate adaptive smooths are available (see adaptive.smooth
).
These are appropriate when the degree of smoothing should itself vary with the covariates to be smoothed, and the
data contain sufficient information to be able to estimate the appropriate variation. Because this flexibility is
achieved by splitting the penalty into several ‘basis penalties’ these terms are not suitable as components of tensor
product smooths, and are not supported by gamm
.
bs="fs"
Smooth factor interactions are often produced using by
variables (see gam.models
), but a special smoother
class (see factor.smooth.interaction
) is available for the case in which a smooth is required at each of a large number of factor levels (for example a smooth for each patient in a study), and each smooth should have the same smoothing parameter. The "fs"
smoothers are set up to be efficient when used with gamm
, and have penalties on each null sapce component (i.e. they are fully ‘random effects’).
Simon Wood<EMAIL_ADDRESS>Eilers, P.H.C. and B.D. Marx (1996) Flexible Smoothing with B-splines and Penalties. Statistical Science, 11(2):89-121
Wahba (1990) Spline Models of Observational Data. SIAM
Wood, S.N. (2003) Thin plate regression splines. J.R.Statist.Soc.B 65(1):95-114
Wood, S.N. (2006a) Generalized Additive Models: an introduction with R, CRC
Wood, S.N. (2006b) Low rank scale invariant tensor product smooths for generalized additive mixed models. Biometrics 62(4):1025-1036
Wood S.N., F. Scheipl and J.J. Faraway (2013) Straightforward intermediate rank tensor product smoothing in mixed models. Statistical Computing. 23(3), 341-360. [online 2012]
s
, te
, t2
tprs
,Duchon.spline
,
cubic.regression.spline
,p.spline
, mrf
, soap
,
Spherical.Spline
, adaptive.smooth
, user.defined.smooth
,
smooth.construct.re.smooth.spec
, smooth.construct.gp.smooth.spec
,factor.smooth.interaction
## see examples for gam and gamm


Boat Conveying Journalists Covering Bayelsa Election Capsizes
The journalists were returning from a polling station when the incident happened and left the victims submerged.
by SaharaReporters, New York
A boat conveying journalists across flooded parts of Sampou community in Kolokuma Opokuma Local Government Area of Bayelsa State on Saturday capsized and threw the four occupants into the water.
According to the News Agency of Nigeria, the boat was carrying four journalists covering the governorship elections, including its correspondent.
The journalists were returning from a polling station when the incident happened and left the victims submerged.
However, the timely intervention of sympathisers saved the journalists whose mobile phones, cameras and recorders were drenched.
Flood had submerged many parts of Amasoma, Yenagoa and parts of Sagbama, a development that displaced polling stations.


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Discussion and questions about HyperDEX atomic swap powered decentralized exchange. The project is maintained by HyperDEX team.
it is in the developer tools, but i don't know how to get there... sorry, not familiar with the GUI
hastrup13-Dec-18 06:36 PM
but thx anyway
sindresorhus14-Dec-18 12:07 AM
@hastrup Go to the Help menu, choose "Debug Mode", it will restart, and then you should get an additional devtools window. In the Console tab there you can enter that.
hastrup14-Dec-18 05:05 AM
Thx I will try that!!
hastrup14-Dec-18 10:49 AM
i got this efter i copy paste
VM281:1 Uncaught (in promise) TypeError: Cannot read property 'messages' of undefined
at _swapDB._getSwapData.then.data (<anonymous>:1:109)
at process._tickCallback (internal/process/next_tick.js:68)
i type this _swapDB._getSwapData('b64d7a002f9d3c3d1c6636b1eaf852f1dc62d526443f9b212e65ff2498c5f9bc ').then(data => data.messages.reduce((ids, msg) => {ids.requestid = msg.requestid ids.requestid;ids.quoteid = msg.quoteid ids.quoteid;return ids;}, {})).then(ids => {console.log(ids);_api.debug({method: 'kickstart', ...ids});});
in the end of the screen
sindresorhus14-Dec-18 10:54 AM
@hastrup You have an incorrect extra space after b64d7a002f9d3c3d1c6636b1eaf852f1dc62d526443f9b212e65ff2498c5f9bc.
You should not need to do this manually though. HyperDEX kickstarts all swaps at launch, so just restarting the app should be enough to kickstart.
hastrup14-Dec-18 11:03 AM
Uncaught (in promise) TypeError: Cannot read property 'messages' of undefined
at _swapDB._getSwapData.then.data (<anonymous>:1:108)
at process._tickCallback (internal/process/next_tick.js:68)
How does BarterDEX autosplit funds to match available orders without having to create a new transaction?
As the BarterDEX GUI evolves, the handling of UTXO’s will ultimately be handled seamlessly in the background using automated trade-bots. We already have implemented a process that automatically splits the user balance as necessary, to match the exact value of available orders. Note that these particular trading bots are performing the atomic swaps on your behalf! These are not average tradebots as seen on centralized exchanges, they trade through atomic swaps. Even though this approach more complex than a generic centralized exchange, ultimately it puts more power back into the hands of the users.
crypto99915-Dec-18 10:39 PM
Also, i see on the BarterDEX images a Send button. Is that the equivalent then of the usual exchange withdrawal?
Hermes16-Dec-18 02:04 AM
By sending you are taking the funds out of the Barterdex Smart address
crypto99917-Dec-18 09:55 PM
Can anyone answer the question above. It says about automatically splitting UTXOs - how is that achieved without sending a new transaction and as such incurring transaction fees. Or do they mean splitting? Say I have one BTC UTXO - can the system automatically break that down to the amount I want to buy, the deposit, and the fee? Or does it need splitting up - in which case does there need to be multiple transactions to create useful sized UTXOs?
jl777c17-Dec-18 10:00 PM
splitting the utxo incurs txfees
crypto99917-Dec-18 11:21 PM
OK. Thanks. For the order book, can you explain how that works? Indeed, and what incentive is there to be a full node broadcasting orders?
jl777c17-Dec-18 11:28 PM
nodes broadcast orders to all nodes
each node uses that data to construct what its view of the orderbook is
there is no financial incentive to run a full node
other than people who have DEX asset that gets revshares
hastrup18-Dec-18 07:49 AM
i still dont have my trade reversed what shopuld i do ??
Uncaught (in promise) TypeError: Cannot read property 'messages' of undefined
at _swapDB._getSwapData.then.data (<anonymous>:1:108)
at process._tickCallback (internal/process/next_tick.js:68)
i removed one space
API method: portfolio (0.007s)
index.js:46 Request: {method: "portfolio"}
index.js:46 Response: 200 {result: "success", kmd_equiv:<PHONE_NUMBER>6, portfolio: Array(9)}
We are glad to announce that PGT (https://t.co/jGEL9SIWCk) enters the #atomicswaps ERA and is NOW AVAILABLE on @HyperDEXApp using amazing #KMD tech. Be the first to perform a swap there and get 10k PGT bounty!
artem.pikulin21-Dec-18 05:19 AM
@hastrup Hi, I've noticed that your KMD is still stuck after failed swap, please PM me, I will help you to get it back.
Grandma-Friendly Atomic Swaps. Contribute to atomiclabs/hyperdex development by creating an account on GitHub.
Where can i find tralslation file for HyperDex for adding new language?
pvnamk1921-Dec-18 11:57 AM
hi guys
Can I swap REVS for KMD with hypterdex now?
SadykovT22-Dec-18 08:00 PM
Hello, I tried to use Hyperdex. Sometimes not very clear interface. If you want more people to use it, you have to simplify it.
Tried to start on two different computers, on windows 7 x64, does not work, there is an error. Works fine on windows 10.
SadykovT22-Dec-18 11:09 PM
I spent 3 hours, installed windows 10 on the second computer. put hyperdex. I made money on both wallets and nothing happened.
withdrawal is also not working. writes "successfully" but nothing happens
I can provide access to teamviewer and together try to check the performance
SadykovT23-Dec-18 03:33 PM
????
SadykovT23-Dec-18 05:25 PM
@lukechilds
Cryptoon23-Dec-18 06:37 PM
@sindresorhus
lukechilds24-Dec-18 02:55 AM
@SadykovT thanks for your feedback.
I'm aware of the withdrawal issue, it appears to be either a mm or possibly Electrum issue. Other users have reported the same issue using the mm daemon directly. To be clear, HyperDEX is just a GUI layer on top of mm. If mm responds responds saying the withdrawal was successful then the GUI (HyperDEX) will display a notification saying the withdrawal is successful, that is functioning as expected.
We are aware of performance issues with mm and have been reporting them since we started developing HyperDEX. mm and HyperDEX are developed by two separate development teams. We have reported perf issues to the mm team and they are working on mmv2 which will hopefully address these issues.
Regarding the interface not being clear, are you referring to the actual visual design or the way it works? Any feedback you've got here or issues you encounter would definitely be appreciated. Feel free to discuss them in here. However if you have specific issue/suggestion/bug it may be best to create a GitHub issue with the "Feedback" button in the app so we can track it make sure we get the issue resolved.
tolken24-Dec-18 06:51 AM
I like the design and think it’s fairly straight forward. It’s just the underlying mm not performing without a hitch throws off the experience. If trades matched reliably, i doubt there’d be any confusion over the HyperDex interface. As a new user, without a trade gong though successfully, it’s not surprising to start questioning if the GUI is responsible.
Prax_Professor24-Dec-18 01:05 PM
I'm not able to get hyper Dex running on my computer, saying it can't connect to market maker
Deleted User25-Dec-18 12:19 PM
@lukechilds keep this progress going its just amazing only what im waiting is MM v2 do you have some indicators when that could be when this do trades to be responding quicker then its final party
cipi25-Dec-18 02:33 PM
@lukechilds all assetchains with activated sapling need "txversion=4" in the coins file, else withdraws and swaps will not work
@artem.pikulin#0794 should i add txversion=4 to all assetchains with activated sapling, or is there a plan to manage this directly in mm?(edited)
@artem.pikulin
artem.pikulin25-Dec-18 03:31 PM
@cipi Depending on version explicit txversion in config might be not required. The latest release in my repo has hardcoded Sapling activation for KMD and assetchains which was added by jl777.
@cipi
cipi25-Dec-18 04:03 PM
thanks for the info... so updating mm to latest version should be enough
jl777c25-Dec-18 04:12 PM
yes
crypto99926-Dec-18 05:46 AM
Can someone explain why the bobdeposit step is necessary? It says in the literature that this is to promote Bob moving forward with the trade, but my understanding was the transaction activity was done automatically once both parties had committed to the trade? Is that not the case? Do individuals have to confirm each of the steps manually? It seems to add an extra layer of complexity as well as risk to the Bob side...
artem.pikulin26-Dec-18 06:21 AM
@crypto999 Hi, swap protocol design discussions took place at 2015-2016: https://bitcointalk.org/index.php?topic=1340621.msg13828271#msg13828271, https://bitcointalk.org/index.php?topic=1364951 when there were just few coins with BIP65 (CLTV) support. The purpose was to allow one side of swap to send standard 2of2 multisig output so at least Alice can swap the coin without CLTV.
Nowadays most coins have CLTV opcode support so swap protocol will be simplified in MM2, both payments will be hash/time locked outputs, Bob won't need 212% balance to trade anymore.
Ah, fantastic. Think that wo uld make things much more user friendly. Can I ask too about the SpeedMode/Zeroconf? It sounds like this could be expanded to allow instant non-swap transfers for a range of coins - effectively a multi-coin Lightning Network as it seems to work in a similar way with the providing of collateral on a payment channel...
artem.pikulin26-Dec-18 10:29 AM
@crypto999 We don't have plans about Zeroconf expansion/improvement yet. On current development stage MM2 doesn't even support it. We will think about possible improvements when we start porting the Zeroconf to MM2.(edited)
stock99927-Dec-18 12:06 PM
Hello
How does work Hyperdex? I have installed it, but what is the next? I need a step by step instruction as for dummies. Please help.
jspook1627-Dec-18 06:09 PM
Have you launched it? @stock999
Hermes27-Dec-18 07:40 PM
I have seem similar issues in Mac OSx ...it doesn't launch in some occasions
stock99928-Dec-18 12:11 AM
@jspook16 Yes, i launched it. But order book is empty for almost all pairs. There are just a few of orders
I don't understand what it does mean : 'This swap is worth $.... '. Is it a fee?
I don't understand ' Avg Vol', 'Max Vol', etc. I newer used to work with such kind of exchange, atomic swap. That's why i need a detailed guide.
jspook1628-Dec-18 05:15 AM
so currently volume is low for most pairs because not enough people are using it. "This swap is worth $.." should be an estimate of what the swap is worth in fiat. So if you trade 10 kmd for X number of Verus (example) it should say this swap is worth ~ $7. Im going off memory. I think avg vol is the avg vol of available utxos. Max vol i think is the largest utxo. Atomic swaps basically swap one utxo size for another of equal value. Hyperdex helps in creating a utxo for the size you are trying to swap for. What pairs are you looking to trade? @stock999
@stock999 also as an fyi, currently barterdex is running marketmaker 1.0 (think of it as the brains that allow for atomic swaps). There is an upgrade early next year to mm2.0 (marketmaker 2.0) that should make things alot smoother. AND there is a project (coincollect) that is working on a mobile trading app with barterdex backend. The project is also advertising providing liquidity to jump start the app use. tagging @Diesmaster to make sure i captured coincollect project correctly.
stock99928-Dec-18 11:19 AM
Thanks for the explanation @jspook16
stock99928-Dec-18 11:38 AM
It is still not clear about utxo. What happens if i have no a proper size? For example, i have received 100 KMD as a one single tx, i.e . utxo is 100, right? But i want to sell only 10 or 20 of them. Will it work?
Sorry if the question looks as stupid, but i'm really a newbie in this atomic swap


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Beta-t-EGARCH in-mean regression models¶
Introduction¶
We can expand the Beta-t-EGARCH in-mean model to include exogenous regressors in both the returns and conditional volatility equation:
Developer Note¶
- This model type has yet to be Cythonized so performance can be slow.
Example¶
First let us load some financial time series data from Yahoo Finance:
import numpy as np
import pyflux as pf
import pandas as pd
from pandas.io.data import DataReader
from datetime import datetime
import matplotlib.pyplot as plt
%matplotlib inline
a = DataReader('JPM', 'yahoo', datetime(2000,1,1), datetime(2016,3,10))
a_returns = pd.DataFrame(np.diff(np.log(a['Adj Close'].values)))
a_returns.index = a.index.values[1:a.index.values.shape[0]]
a_returns.columns = ["JPM Returns"]
spy = DataReader('SPY', 'yahoo', datetime(2000,1,1), datetime(2016,3,10))
spy_returns = pd.DataFrame(np.diff(np.log(spy['Adj Close'].values)))
spy_returns.index = spy.index.values[1:spy.index.values.shape[0]]
spy_returns.columns = ['S&P500 Returns']
one_mon = DataReader('DGS1MO', 'fred',datetime(2000,1,1), datetime(2016,3,10))
one_day = np.log(1+one_mon)/365
returns = pd.concat([one_day,a_returns,spy_returns],axis=1).dropna()
excess_m = returns["JPM Returns"].values - returns['DGS1MO'].values
excess_spy = returns["S&P500 Returns"].values - returns['DGS1MO'].values
final_returns = pd.DataFrame(np.transpose([excess_m,excess_spy, returns['DGS1MO'].values]))
final_returns.columns=["JPM","SP500","Rf"]
final_returns.index = returns.index
plt.figure(figsize=(15,5))
plt.title("Excess Returns")
x = plt.plot(final_returns);
plt.legend(iter(x), final_returns.columns);
Let’s fit an EGARCH-M model to JPM’s excess returns series, with a risk-free rate regressor:
modelx = pf.EGARCHMReg(p=1,q=1,data=final_returns,formula='JPM ~ Rf')
results = modelx.fit()
results.summary()
EGARCHMReg(1,1)
======================================== =================================================
Dependent Variable: JPM Method: MLE
Start Date: 2001-08-01 00:00:00 Log Likelihood: 9621.2996
End Date: 2016-03-10 00:00:00 AIC: -19226.5993
Number of observations: 3645 BIC: -19176.9904
==========================================================================================
Latent Variable Estimate Std Error z P>|z| 95% C.I.
========================= ========== ========== ======== ======== ========================
p(1) 0.9936
q(1) 0.0935
v 6.5414
GARCH-M -0.0199 0.023 -0.8657 0.3866 (-0.0649 | 0.0251)
Vol Beta 1 -0.0545 0.0007 -77.9261 0.0 (-0.0559 | -0.0531)
Vol Beta Rf -0.0346 1.1161 -0.031 0.9753 (-2.2222 | 2.153)
Returns Beta 1 0.0011 0.0011 1.0218 0.3069 (-0.001 | 0.0032)
Returns Beta Rf -1.1324 0.0941 -12.0398 0.0 (-1.3167 | -0.948)
==========================================================================================
Let’s plot the latent variables with plot_z()
:
modelx.plot_z([5,7],figsize=(15,5))
For this stock, the risk-free rate has a negative effect on excess returns. For the effects of returns on volatility, we are far more uncertain. We can plot the fit with plot_fit()
:
modelx.plot_fit(figsize=(15,5))
Class Description¶
-
class
EGARCHMReg
(data, formula, p, q)¶ Long Memory Beta-t-EGARCH Models
Parameter Type Description data pd.DataFrame or np.ndarray Contains the univariate time series formula string Patsy notation specifying the regression p int The number of autoregressive lags \(\sigma^{2}\) q int The number of ARCH terms \(\epsilon^{2}\) Attributes
-
latent_variables
¶ A pf.LatentVariables() object containing information on the model latent variables, prior settings. any fitted values, starting values, and other latent variable information. When a model is fitted, this is where the latent variables are updated/stored. Please see the documentation on Latent Variables for information on attributes within this object, as well as methods for accessing the latent variable information.
Methods
-
add_leverage
()¶ Adds a leverage term to the model, meaning volatility can respond differently to the sign of the news; see Harvey and Succarrat (2013). Conditional volatility will now follow:
\[\lambda_{t\mid{t-1}} = \alpha_{0} + \sum^{p}_{i=1}\alpha_{i}\lambda_{t-i} + \sum^{q}_{j=1}\beta_{j}u_{t-j} + \kappa\left(\text{sgn}\left(-\epsilon_{t-1}\right)(u_{t-1}+1)\right)\]
-
adjust_prior
(index, prior)¶ Adjusts the priors for the model latent variables. The latent variables and their indices can be viewed by printing the
latent_variables
attribute attached to the model instance.Parameter Type Description index int Index of the latent variable to change prior pf.Family instance Prior distribution, e.g. pf.Normal()
Returns: void - changes the model
latent_variables
attribute
-
fit
(method, **kwargs)¶ Estimates latent variables for the model. User chooses an inference option and the method returns a results object, as well as updating the model’s
latent_variables
attribute.Parameter Type Description method str Inference option: e.g. ‘M-H’ or ‘MLE’ See Bayesian Inference and Classical Inference sections of the documentation for the full list of inference options. Optional parameters can be entered that are relevant to the particular mode of inference chosen.
Returns: pf.Results instance with information for the estimated latent variables
-
plot_fit
(**kwargs)¶ Plots the fit of the model against the data. Optional arguments include figsize, the dimensions of the figure to plot.
Returns : void - shows a matplotlib plot
-
plot_ppc
(T, nsims)¶ Plots a histogram for a posterior predictive check with a discrepancy measure of the user’s choosing. This method only works if you have fitted using Bayesian inference.
Parameter Type Description T function Discrepancy, e.g. np.mean
ornp.max
nsims int How many simulations for the PPC Returns: void - shows a matplotlib plot
-
plot_predict
(h, past_values, intervals, **kwargs)¶ Plots predictions of the model, along with intervals.
Parameter Type Description h int How many steps to forecast ahead oos_data pd.DataFrame Exogenous variables in a frame for h steps past_values int How many past datapoints to plot intervals boolean Whether to plot intervals or not Optional arguments include figsize - the dimensions of the figure to plot. Please note that if you use Maximum Likelihood or Variational Inference, the intervals shown will not reflect latent variable uncertainty. Only Metropolis-Hastings will give you fully Bayesian prediction intervals. Bayesian intervals with variational inference are not shown because of the limitation of mean-field inference in not accounting for posterior correlations.
Returns : void - shows a matplotlib plot
-
plot_predict_is
(h, fit_once, fit_method, **kwargs)¶ Plots in-sample rolling predictions for the model. This means that the user pretends a last subsection of data is out-of-sample, and forecasts after each period and assesses how well they did. The user can choose whether to fit parameters once at the beginning or every time step.
Parameter Type Description h int How many previous timesteps to use fit_once boolean Whether to fit once, or every timestep fit_method str Which inference option, e.g. ‘MLE’ Optional arguments include figsize - the dimensions of the figure to plot. h is an int of how many previous steps to simulate performance on.
Returns : void - shows a matplotlib plot
-
plot_sample
(nsims, plot_data=True)¶ Plots samples from the posterior predictive density of the model. This method only works if you fitted the model using Bayesian inference.
Parameter Type Description nsims int How many samples to draw plot_data boolean Whether to plot the real data as well Returns : void - shows a matplotlib plot
-
plot_z
(indices, figsize)¶ Returns a plot of the latent variables and their associated uncertainty.
Parameter Type Description indices int or list Which latent variable indices to plot figsize tuple Size of the matplotlib figure Returns : void - shows a matplotlib plot
-
ppc
(T, nsims)¶ Returns a p-value for a posterior predictive check. This method only works if you have fitted using Bayesian inference.
Parameter Type Description T function Discrepancy, e.g. np.mean
ornp.max
nsims int How many simulations for the PPC Returns: int - the p-value for the discrepancy test
-
predict
(h, intervals=False)¶ Returns a DataFrame of model predictions.
Parameter Type Description h int How many steps to forecast ahead oos_data pd.DataFrame Exogenous variables in a frame for h steps intervals boolean Whether to return prediction intervals Please note that if you use Maximum Likelihood or Variational Inference, the intervals shown will not reflect latent variable uncertainty. Only Metropolis-Hastings will give you fully Bayesian prediction intervals. Bayesian intervals with variational inference are not shown because of the limitation of mean-field inference in not accounting for posterior correlations.
Returns : pd.DataFrame - the model predictions
-
predict_is
(h, fit_once, fit_method)¶ Returns DataFrame of in-sample rolling predictions for the model.
Parameter Type Description h int How many previous timesteps to use fit_once boolean Whether to fit once, or every timestep fit_method str Which inference option, e.g. ‘MLE’ Returns : pd.DataFrame - the model predictions
-
sample
(nsims)¶ Returns np.ndarray of draws of the data from the posterior predictive density. This method only works if you have fitted the model using Bayesian inference.
Parameter Type Description nsims int How many posterior draws to take Returns : np.ndarray - samples from the posterior predictive density.
-
References¶
Black, F. (1976) Studies of stock price volatility changes. In: Proceedings of the 1976 Meetings of the American Statistical Association. pp. 171–181.
Fernandez, C., & Steel, M. F. J. (1998a). On Bayesian Modeling of Fat Tails and Skewness. Journal of the American Statistical Association, 93, 359–371.
Harvey, A.C. & Chakravarty, T. (2008) Beta-t-(E)GARCH. Cambridge Working Papers in Economics 0840, Faculty of Economics, University of Cambridge, 2008. [p137]
Harvey, A.C. & Sucarrat, G. (2013) EGARCH models with fat tails, skewness and leverage. Computational Statistics and Data Analysis, Forthcoming, 2013. URL http://dx.doi.org/10.1016/j.csda.2013.09. 022. [p138, 139, 140, 143]
Mandelbrot, B.B. (1963) The variation of certain speculative prices. Journal of Business, XXXVI (1963). pp. 392–417
Nelson, D. B. (1991) Conditional heteroskedasticity in asset returns: A new approach. Econometrica 59, 347—370.


My Team
Name: example manager
Title: Manager
ID: 50
Email:
<EMAIL_ADDRESS>Office Number: 11
,
Name: engineer name
Title: Engineer
ID: 22
Email:
<EMAIL_ADDRESS>Github:
github name
,
Name: example intern
Title: Intern
ID: 33
Email:
<EMAIL_ADDRESS>School: example school


Problem 7. Parse URL
- Write a script that parses an URL address given in the format:
[protocol]://[server]/[resource] and extracts from it the [protocol], [server] and [resource] elements.
- Return the elements in a JSON object.
You could use Chrome console (F12) or Firebug to see the results.


Tests using the
SpriteSheetUtils.extractFrame()
method to extract a single frame from a loaded sprite sheet as an image.
Original sprite sheet:
Extracted frame:


Each recognition result has the following fields:
| Property Name | Type | Description |
|---|---|---|
| address | String | The address, not including the leading @ sign |
| addressWithAt | String | The address, including the leading @ sign |
| recognitionLevel | Number | The recognition level. Always 1.0. |
{ "com.solveforall.recognition.socialmedia.twitter.Address": [ { "addressWithAt": "@solveforall", "address": "solveforall", "recognitionLevel": 1.0 } ] }


---
title: "Kick Off"
layout: "post"
permalink: "/2007/03/kick-off.html"
uuid: "3870152595851097854"
guid: "tag:blogger.com,1999:blog-8745734052417186264.post-3870152595851097854"
date: "2007-03-22 02:24:00"
updated: "2010-10-17 07:58:43"
description:
blogger:
siteid: "8745734052417186264"
postid: "3870152595851097854"
comments: "0"
categories:
author:
name: "Alan Chalmers"
url: "https://plus.google.com/109008868852571463084?rel=author"
image: "//lh6.googleusercontent.com/-vRVdiWd12ak/AAAAAAAAAAI/AAAAAAAAHKc/wXgK4dFefp8/s512-c/photo.jpg"
---
Second attempt as to record some thoughts down. Lets kick if off.
Not into big Media then check out
Bum Rush The Charts the podcasting and indie media attempt to influence the Music charts. Worth a look plus Black Lab has some pretty good stuff.
Speaking of podcasting... can't actually recall the last time I listened to mainstream radio..


My name is Brian Yack. I am a Sales Operations Specialist at Triple Crown Consulting with a prior 8 year history in placing senior level hardware and software engineers on a contract basis at Triple Crown. I am currently enrolled in the UT Austin coding bootcamp for Fullstack web development.
I've already had a passion for computers and new technologies and am excited to learn Fullstack web development. My hobbies include scuba diving, offshore kayak fishing, cooking, and travelling the globe. In addition, I am an avid fan of anything shark related. Scuba diving with sharks is a major passion of mine. Thus far I have been diving with sharks in Oahu, Kona, and Nassau. I hope to add to that list over the coming years.
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Daniel M. Sammons
Summary
Sofware enginner with over four years experience...
Skills
- Eating popcorn
- Claiming to have better taste than everyone else
Experience
- Chief popcorn eater - Orbital Insight (October 2016 - Present)
- Chief pizza officer - NASA Langley Research Center (May 2014 - September 2016)
Education
- MS in Googling - Old Dominion University (August 2015)
- BS in not knowing what I want to do - Old Dominion University (August 2013)
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