search for: 2005q4

Hi all, Does anybody have the source code of stochastic volatility models in R or Matlab, for example, the Bayesian based or the simulation based SV estimations as described by Prof Eric Zivot in the following discussion? https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000501.html -------------- I am wondering what is the current status of estimating stochastic vol models and what's the latest development -- which technique is currently the best method, Bayesian methods or the simualation based methods, or others? Thanks a lot!

Hi, I got a problem similar to this one (http://mailman.ds9a.nl/pipermail/lartc/2005q4/017614.html), GRE tunnel can forward normal IP packets such as ICMP but failed to tunnel multicast traffics. Here''s the setup: 192.168.20.0/24 LAN-A--------------RtrA-------------RtrB--------------LAN-B 192.168.50.0/24 192.168.60.0/24...

Hello, I am having problems with the GarchOxFit. I have my Ox Console instaled in c:\Program Files\ox, and when I execute the GarchOxFit the result is C:\Ox\bin\oxl.exe not found. I there any posiblility to execute the command without installing again Ox in c:\? My OS is windows XP. Thankyou for your help. Pilar Grau

I just had a question for anyone who has done this. I am currently using R in a research environment but I was wondering if anyone has had experience using it in a production/real time environment where data is coming in quite quickly ( every second or so ) and things have to be calculated quickly and sent back out to some kind of front end.GUI environment Was this successful or difficult and

...destined to my box b. is not dropped by iptables I strongly suspect it is a routing problem, since I only have this if I define more routing tables. So I think you are the guys/gurus that can help me... more details in the mail I sent yesteray: http://mailman.ds9a.nl/pipermail/lartc/2005q4/017168.html Can I log debug messages for a packet that is not routable by the kernel? Can I know which rule is a packet going throught? TIA sandro *:-) PS: I apoligize: in the archives my message figures as "sun" of another thread: I don''t undertand why -- Sandro...

Hi, I have emailed the list before (email can be found here http://mailman.ds9a.nl/pipermail/lartc/2005q4/017220.html) regarding this matter. Basically, I am trying to set up a router for my college, to route conference guests over an adsl line, and students over an academic connection. I''ve looked at man ip(8), and a few examples, and think I have a configuration that will work, but was wonde...

...Symbol: NET_CLS_POLICE [=n] Prompt: Traffic Policing (obsolete)] this maybe works? It seems ingress policing happens after netfilter PREROUTING if you use NET_CLS_POLICE but using NET_CLS_ACT it happens before netfilter PREROUTING? (see also: sch_ingress.c and http://mailman.ds9a.nl/pipermail/lartc/2005q4/017782.html) But then again it is marked as obsolete and I need NET_CLS_ACT to redirect to the IFB?! - To unsubscribe from this list: send the line "unsubscribe netdev" in the body of a message to majordomo@vger.kernel.org More majordomo info at http://vger.kernel.org/majordomo-info.html

I am trying to determine how to best increase the number of routing tables available in linux 2.6 to more than 255. I realize this involves increasing the storage of some messages to and from the kernel in addition to kernel changes (from browsing the code), and was hopeful that someone might know what the correct solution would be or could point me in the right direction (like existing patches

-Bugs and fixes reported to Diethelm Wuertz. -In the interim. To make the Ox functions part of the fSeries package work please follow the following steps. ------------------------------------------------- 1. Install R-project. 2. Install fSeries. 3. Download: http://www.core.ucl.ac.be/~laurent/G@RCH/site/xbdcons/garch42.zip (G@RCH package for Ox) 4. Download: