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...informally. Deadline for early registration: March 3, 2008 Deadline for submission of abstracts: April 30, 2008 Kind regards, Bettina and Achim -- ------------------------------------------------------------------- Bettina Gr?n Department f?r Statistik und Mathematik Wirtschaftsuniversit?t Wien Augasse 2-6 A-1090 Wien, ?sterreich Tel: (+43 1) 31336 5032 Fax: (+43 1) 31336 734 ------------------------------------------------------------------- -- ------------------------------------------------------------------- Bettina Gr?n Department f?r Statistik und Mathematik Wirtschaftsuniversit?t Wi...

...d i make it just an AD member (what happens if the AD Server is not reachable?) I think an other setup i have done years before (PDC -LDAP -[P|B]DC) will not work with AD. Any suggestions? Thanks Andreas -- Andreas Grabner +43 676 840 775 101 andreas at vianova.cc Via Nova Mediendesign GmbH Augasse 24 A- 7400 oberwart +4333 52 / 32 860 www.vianova.cc

...Josef -- ----------------------------------------------------------------------------- Josef Leydold | WU (Vienna University of Economics and Business) | Institute for Statistics and Mathematics ----------------------------------------------------------------------------- Augasse 2-6 | Tel. +43 1 31336 4695 A-1090 Vienna | FAX +43 1 31336 774 European Union | email josef.leydold at wu.ac.at

...forecasts. For those who like to play with stock market data, get.hist.quote() allows to download yahoo-finance data directly over the www into R time series. Testing, suggestions, and comments are welcome! Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti@wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",...

...forecasts. For those who like to play with stock market data, get.hist.quote() allows to download yahoo-finance data directly over the www into R time series. Testing, suggestions, and comments are welcome! Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti@wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",...

...ject.org mailing list >>>> https://stat.ethz.ch/mailman/listinfo/r-devel >>>> >>>> >> -- >> Dr. David Meyer >> Department of Information Systems and Operations >> >> Vienna University of Economics and Business Administration >> Augasse 2-6, A-1090 Wien, Austria, Europe >> Tel: +43-1-313 36 4393 >> Fax: +43-1-313 36 90 4393 >> HP: http://wi.wu-wien.ac.at/~meyer/ <http://wi.wu-wien.ac.at/%7Emeyer/> >> > -- Dr. David Meyer Department of Information Systems and Operations Vienna University of Ec...

...13:06.904596, 4] ../source3/smbd/vfs.c:849(vfs_ChDir) vfs_ChDir got /home/filestore/produktion [2013/10/11 10:13:08.067607, 2] ../source3/smbd/dosmode.c:92(unix_mode) any hints? regards Andreas -- Ing. Andreas Grabner +43 676 840 775 101 andreas at vianova.cc Via Nova Mediendesign GMBH Augasse 24 A- 7400 oberwart +4333 52 / 32 860 www.vianova.cc

...,BA_type) = s4_passdb.sid_to_id(BA_sid) At the moment i have no idea how to fix it. I already checked for duplicate SIDs, names, wrong flags, domains. I would need some help please best regards Andreas -- Andreas Grabner +43 676 840 775 101 andreas at vianova.cc vianova mediendesign gmbh Augasse 24 A- 7400 oberwart +4333 52 / 32 860 www.vianova.cc

...------------------------------------------------------------------- Josef Leydold | University of Economics and Business Administration | Department for Applied Statistics and Data Processing ----------------------------------------------------------------------------- Augasse 2-6 | Tel. *43/1/31336-4695 A-1090 Vienna | FAX *43/1/31336-738 European Union | email Josef.Leydold@statistik.wu-wien.ac.at ----------------------------------------------------------------------------- Alles Unglueck kam daher, dass die Denkenden nicht mehr handeln...

...package features several new data sets, and an inference function for (conditional) independence of margins in a contingency table. Happy drawing! David, Achim, Kurt -- Dr. David Meyer Department of Information Systems and Operations Vienna University of Economics and Business Administration Augasse 2-6, A-1090 Wien, Austria, Europe Fax: +43-1-313 36x746 Tel: +43-1-313 36x4393 HP: http://wi.wu-wien.ac.at/~meyer/ _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages

...oks more similar to the legend of mosaicplot() in base R Comments are more then welcome! David, Achim, Kurt. PS: If you like modern art, try out demo(mondrian)! :) -- Dr. David Meyer Department of Information Systems and Operations Vienna University of Economics and Business Administration Augasse 2-6, A-1090 Wien, Austria, Europe Fax: +43-1-313 36x746 Tel: +43-1-313 36x4393 HP: http://wi.wu-wien.ac.at/~meyer/ _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages

...o the function relation_violations() to compute a measure of remoteness from a specified property (e.g., symmetry, transitivity, etc.). David and Kurt. -- Dr. David Meyer Department of Information Systems and Operations Vienna University of Economics and Business Administration Augasse 2-6, A-1090 Wien, Austria, Europe Tel: +43-1-313 36 4393 Fax: +43-1-313 36 90 4393 HP: http://wi.wu-wien.ac.at/~meyer/ _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages

...mage? [y/n/c]: y destructor Y ... However linking has to be done with g++, since with the gnu ld ld -shared -o X.so R_main.o X.o __main() and hence, the constructor of the static variable Y are not called. Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info"...

...4832 items > x<-t(x) > x[1,] [1] 10101 10405 10349 3945 89 0 > Is there a better way to do that? How can I avoid copying of such large objects? E.g., does x<-t(x) copy x or not? Thanks, Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info"...

..., *values[1]; long length[1]; double zz[1], *result; mode[0] = "double"; length[0] = 1; args[0] = (void*)(zz); zz[0] = z; call_S(func, 1L, args, mode, length, 0L, 1L, values); Thanks for the help Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info"...

...elds on Treasury Securities terasvirta.test Teraesvirta Neural Network Test for Nonlinearity white.test White Neural Network Test for Nonlinearity Comments and suggestions are welcome! Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti@wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",...

Dear R-Users, are there any ARIMA/GARCH-packages/functions for R? Best regards, M. Fischer -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at

Fritz just put tseries_0.3-1 on CRAN. It should now be more compatible across different platforms than 0.3-0. Thanks to Brian Ripley, Karl Syring, and Dirk Eddelbuettel. Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info"...

Hello, I am using SVM under e1071 package for nu-regression with 18 parameters. The variables are ordered factors, factors, date or numeric datatypes. I use the linear kernel. It gives the following error that I cannot solve. I tryed debug, browser and all that stuff, but no way. The error is: Error in get(ctr, mode = "function", envir = parent.frame())(levels(x), :

Hello, if I try to tune my svm with the code: Tune <- tune.svm(Data.Train, Class.Train, type="C-classification", kernel="radial", gamma = 2^(-1:1), cost = 2^(2:4)) i get a windows Messagebox with a error in the application "Rgui.exe" and the message: "Die Anweisung in 0x6c48174d verweist auf Speicher 0x00000000. Der Vorgang "read" konnte nicht auf