search for: goldfeld

Hi all, I have Xen 3.0.3 installed on Debian Etch 4.0. The problem I have with it is that vncservers are not run for guest domains (also Etch), nomatter I specify vfb = [ ''type=vnc'' ], or not. Does Xen 3.0.3 support vnc frame buffers, or do I have to upgrade Xen? I know that Xen 3.1 creates vncservers with no problems. Thanks _______________________________________________

...terisk 1.8.1.1 on my SheevaPlug. It works all right for me, except for one problem that I have encountered: I can only register a SIP client (X-Lite in my case) if the secret field of the extension is left blank. Otherwise it throws a 'bad auth' error. Does anybody have any clue? -- Arik Goldfeld -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.digium.com/pipermail/asterisk-users/attachments/20110117/c44f8040/attachment.htm>

Hello, I have created a few guest domains, which use virtual network (i.e. their NIC''s sit on 192.168.122.0). It works ok, but I have to figure out how to access these machines with VNC from outside. I guess there should be some way to map dom0''s IP to the internal IP/port. Please advise. Thanks, Arik _______________________________________________ Xen-users mailing list

...ly believe, it isn't really increasing... 2. further I ran the following tests bptest (studentized and non-studentized), gqtest, ncv.test with the following results: ncv: Non-constant Variance Score Test Variance formula: ~ fitted.values Chisquare = 13.87429 Df = 1 p = 0.00194580 Goldfeld-Quandt test data: reg GQ = 1.7092, df1 = 327, df2 = 327, p-value = 7.93e-07 studentized Breusch-Pagan test data: reg BP = 15.8291, df = 23, p-value = 0.92 Breusch-Pagan test data: reg BP = 377.5604, df = 23, p-value < 2.8e-18 bptest and gq.test sport pretty straight forward examples say...

Hi, Sorry for the question, I know it should be basic knowledge but I'm struggling for two hours now. How do I select only the first entry of each list member and ignore the rest? So for > $"121_at" > -113691170 > $"1255_g_at" > 42231151 > $"1316_at" > 35472685 35472588 > $"1320_at" > -88003869

...y, Poisson, truncated Poisson, Gamma, and uniform distributions. Survival data can also be generated. I will be adding functionality over time, and will be particularly interested in knowing what userRs would be interested in having me add. I look forward to hearing your comments. - Keith Keith Goldfeld Department of Population Health School of Medicine, New York University 227 East 30th Street, 6th Floor New York, NY 10016 ------------------------------------------------------------ This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain...

...y, Poisson, truncated Poisson, Gamma, and uniform distributions. Survival data can also be generated. I will be adding functionality over time, and will be particularly interested in knowing what userRs would be interested in having me add. I look forward to hearing your comments. - Keith Keith Goldfeld Department of Population Health School of Medicine, New York University 227 East 30th Street, 6th Floor New York, NY 10016 ------------------------------------------------------------ This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain...

...;m looking for a procedure to detect trend changes or > significant signals > > in time series as in the attached example. Dear Marc, it seems that your example have been removed, as stated in the posting guide. Hence, I can only guess what your problem is and offer: help.search("Goldfeld") help.search("Chow") help.search("structural change") May be you can provide your example directly in a mail? HTH, Bernhard > > > > Could you point me to a library or reference I can start with? > > Two good references are the R posting guide at >...

...TSLS linear multiple regression on annually data which go from 1971 to 1997. After performing the TSLS regression, I tried to extract the R squared value using “output$r.squared” function and to perform autocorrelation (Durbin Watson and Breush Godfrey) and heterokedasticity tests (Breush-pagan and Goldfeld Quandt)  but I have errors messages. More specifically, this is function that I write to R and below its response : for R^2 : > output$r.squared NULL for heterokedasticity tests : >bptest(reg1) Error in terms.default(formula) : no terms component and for autocorrelation test, when I try : dur...