search for: bft

...quot;, an error occurs. It goes like this: " * creating vignettes ... ERROR . . . . :7: Emergency stop L7L ==> Fatal error occurred, no output PDF file produced!texify: pdflatex failed for some reason <see log file>. buildVignettes<dir ='. '> Error in texi2dvi<fil =bft,pdf =TRUE, clean =FALSE, quiet = quiest > : running 'texi2dvi' on "test.tex' failed Calls : buildVignettes -> texi2dvi Execution halted " Thank you for your help! Francois Aucoin [[alternative HTML version deleted]]

Dear All, can I expose Dovecot's Manage Sieve port to the internet or should I restrict access (e.g. by IP address or VPN)? -- Christian

...2.7.0. When building EBImage (bioconductor) with 2.7.0 I get the same error both in Windows and Linux, which reads the following: ** building package indices ... * DONE (EBImage) * creating vignettes ... ERROR /usr/bin/texi2dvi: pdflatex exited with bad status, quitting. Error in texi2dvi(file = bft, pdf = TRUE, clean = FALSE, quiet = quiet) : running 'texi2dvi' on 'AnalysisWithEBImage.tex' failed Calls: buildVignettes -> texi2dvi Execution halted The tex file includes links to png graphics and this might be the reason. Running pdflatex on the generated tex file direct...

...thin R using LaTeX. To do so I mainly copied some lines from the buildVignettes() function in the tools package. This uses the texi2dvi which is included in R's bin directory: system(paste(file.path(R.home(), "bin", "texi2dvi"), "--quiet --pdf", bft)) This runs fine on Linux and I assumed that as it is included in buildVignettes() it should also work on Windows (which is important for me because I want to share the package with a couple of colleagues working on Windows). But apparently, texi2dvi is not provided in the Windows distribution...

...aste from my smb.conf file. To save space, I have removed the sections I'm not using (as in the ones which I left commented out). #======================= Global Settings ===================================== [global] # workgroup = NT-Domain-Name or Workgroup-Name, eg: MIDEARTH workgroup = BFT-INT # server string is the equivalent of the NT Description field server string = BFT Web Server # Security mode. Defines in which mode Samba will operate. Possible # values are share, user, server, domain and ads. Most people will want # user level security. See the Samba-HOWTO-Collection f...

...rror: * checking for file 'e1071/DESCRIPTION' ... OK * preparing 'e1071': * cleaning src * running cleanup * creating vignettes ... ERROR /usr/lib/R/bin/texi2dvi: pdflatex exited with bad status, quitting. /usr/lib/R/bin/texi2dvi: see svmdoc.log for errors. Error in texi2dvi(file = bft, pdf = TRUE, clean = FALSE, quiet = quiet) : running texi2dvi on svmdoc.tex failed Execution halted The system I use is: R2.0.1 under Debian Linux (testing) with kernel 2.6.9-1-686 The pdflatex version is: pdfeTeX (Web2C 7.4.5) 3.14159-1.10b-2.1 kpathsea version 3.4.5 Copyright (C) 1997-...

Hello again, A different but related question to my last one: Does anyone know if one can easily estimate state-space models using ML and the kalman filter using R? I would be especially interested in a relatively flexible function that would allow for estimation of hyperparameters, or could be made to do so. Thanks Michael J. Roberts Resource Economics Division, PMT USDA-ERS 202-654-5557

Hi R-Community, so far I dealt with univariate processes and used the function "arima" to estimate an ARMA(1,1)-model. For multivariate processes there are the functions "estVARXar" and "estVARXls" from package "DSE". But how can I estimate an VARMA(1,1)-model, or even better determine the orders and estimate the parameters? Much thanks in advance, Hagen

Hi R-Community, I estimated a VARMA model with bft in dse1 without input: A(L)yt = B(L)et I got the auto-regressive polynomial array A and the moving-average polynomial array B, but how can I access the covariances of the white noise et (disturbance vector), e.g. for simulation? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Sch...

I have not been able to find any programs for running vector autoregressions with R. I am interested in running Bayesian VARs and also running VARs that run all combinations of variables in the vector. Is anyone currently developing this? -Nirav Mehta

Hello to everyone! I have a question for you..I need to predict multivariate time series, for example sales of 2 products related one to the other, having the 2 prices like inputs.. Is there in R a function to do it? I saw dse package but I didn't find what a I'm looking for.. Could anyone help me? Thank you very much Giusy -- View this message in context:

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

Al final resulto más fácil de lo esperado. Hay que instalar cywin y utilizar los comandos de la siguiente manera system('C:/cygwin/bin/wc -l var_risco_2012.csv') Esto en principio funciona El 8 de junio de 2015, 17:41, Carlos Ortega <cof en qualityexcellence.es> escribió: > Hola, > > Mira esto: > >

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