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...Product: Mesa Version: 8.0 Platform: x86-64 (AMD64) OS/Version: Linux (All) Status: NEW Severity: normal Priority: medium Component: Drivers/DRI/nouveau AssignedTo: nouveau at lists.freedesktop.org ReportedBy: n.t.koopman at nandoe.net Created attachment 63180 --> https://bugs.freedesktop.org/attachment.cgi?id=63180 dmesg output Using Firefox with the Cairo backend and nouveau drivers sometimes produces incorrect backgrounds. This does not happen on many websites, but if it happens it is always reproducible....

>From the help document on KalmanLike, KalmanRun, etc., I see the linear Gaussian state space model is a <- T a + R e y = Z' a + eta following the book of Durbin and Koopman. In practice, it is useful to run Kalman filtering/smoothing/forecasting with exogenous factor: a <- T a + L b + R e y = Z' a + M b + eta where b is some known vector (a function of time). Some other software like S-plus and Mathematica include the above exogenous factor. SsfPack by Koop...

I have a shorewall 2.0.14 running on a single interface machine (nwww in the log below) that is attempting to be well screwed down. The policy file reads:- #SOURCE DEST POLICY LOG LEVEL LIMIT:BURST fw net DROP info net all DROP info # The FOLLOWING POLICY MUST BE LAST all all

I have a standard 3 interface shorewall setup and I want to receive multicast stuff from ''net'' -> ''loc''. This requires me, first, to do an IGMP join which involves 192.168.1.x -> 224.0.0.x being NATed out as the ''net'' interface''s IP address. Obviously replies have to be NATed back to ''loc'' addresses. Can

...evel") > fit$loglik [1] -367.5194 When computing the log-likelihood with other packages such as KFAS and FKF, the loglikelihood value is around -645. For the local level model, the likelihood is defined by -0.5*n*log(2*pi) - 0.5*sum(log(F_t) + v_t^2/sqrt(F_t)) (see for example Durbin and Koopman (2001, page 30). But in StructTS, the likelihood is computed like this: loglik <- -length(y) * res$value + length(y) * log(2 * pi), where the first part coincides with the last part of the definition, but the constant part has wrong sign and it is not multiplied by 0.5. Also in case of missing...

Does anyone have any information or recommendations for ADSL PCI Cards for Linux boxes? E.g. which ones are supported? How much are they? etc. Dirk -- Please Note: Some Quantum Physics Theories Suggest That When the Consumer Is Not Directly Observing This Product, It May Cease to Exist or Will Exist Only in a Vague and Undetermined State.

Suddenly I am getting undefined symbol errors having updated to 2.3.7. Jul 18 01:02:49 localhost dovecot: indexer-worker: Error: User <someone> lookup failed: Couldn't load required plugin /usr/lib/dovecot/modules/lib95_imap_sieve_plugin.so: dlopen() failed: /usr/lib/dovecot/modules/lib95_imap_sieve_plugin.so: undefined symbol: command_hook_register (I think I fixed this one by a

(re-formulate, re-send, without html) for vector y = c(1,2,3,4,5), H = 0.66 manual calculations using the equations below give a = c(1,1.66,2.55,3.51,4.50). KalmanRun with these parameters gives res$states = (1,1,1,1,1)! for Kalman Filter Durbin/Koopman give at p67 eqs 4.13: v = y - Z a, F = Z P Z' + H, K = T P Z' / F + H, a[t+1] = T a + K v, P[t+1] = T P L' + R Q R' for P1 = 0, Q=0, T=Z=R=1 that reduces to: v = y - a, F = H, K = H, a[t+1] = a + K v, P[t+1] = 0 (also equivalent to exponential...

Hi All R Experts, I met with below mentioned statistics in paper "Stock Index Volatility Forecasting with High Frequency Data" by Eugenie Hol, Siem Jan Koopman http://ideas.repec.org/p/dgr/uvatin/20020068.html I would like to ask that what is "Box-Ljung portmantacau statistic based on N squared autocorrelation" ? Is it same as "Box-Ljung Statistics" of stats package ? Further, please tell me how to compute it ? I have a return seri...

The BBC are currently trialling multicasting the Olympics. This requires multicast and IGMP to be available. As far as I can make out, in 2.0.8 at least, all multicast addresses are filtered out and, to my naive eyes, can''t be re-enabled. Please prove me wrong :-) Dirk -- Please Note: Some Quantum Physics Theories Suggest That When the Consumer Is Not Directly Observing This Message,

On 21 Jul 2019, at 23.14, Dirk Koopman via dovecot <dovecot at dovecot.org> wrote: > > Some supplemental information: > > This is happening on every email delivered into Dovecot via LMTP. The curious things are that the message is a) successfully delivered and b) sieved into the correct directory. > > Another...

...The function "KalmanLike" essentialy consists of a call to '.Call("KalmanLike", ...)', and I'm not eager to trace this behavior into that ".Call". Would anyone care to comment on this behavior? 2. I'm trying to recreate Figure 2.1 in Durbin and Koopman (2001), cited in the KalmanLike help file. This figure consists of four panels, the first of which plots the Nile dataset with, apparently, the filtered state output by 'StructTS(x=nile, type="level")' and 'its 90% confidence interval". The following is the code I u...

I am trying to use KalmanSmooth to smooth a time series fitted by arima (and with missing values), but the $smooth component of the output baffles me. Look at the following example: testts <- arima.sim(list(ar=0.9),n=100) testts[6:14] <- NA testmod <- arima(testts, c(1,0,0)) testsmooth <- KalmanSmooth(testts, testmod$model) par(mfrow=c(2,1)) plot(testsmooth$smooth,

Hello everyone, Since my question is quite theorical, I am not sure whether it is the right place to ask, but anyway... I am working on time series and I looked at some way to fit my data through arima models. Since these data are updated frequently, I was looking at a way to update the model "on line" (to get a kind of recursive estimation) So the next step was to express the arima

On 19 Jul 2019, at 13.20, Dirk Koopman via dovecot <dovecot at dovecot.org> wrote: > But I am left with this: > > Jul 19 14:09:52 localhost dovecot: indexer-worker: Error: User <someone> lookup failed: Couldn't load required plugin /usr/lib/dovecot/modules/lib90_sieve_plugin.so: dlopen() faile: /usr/lib/dovecot...

Hi, Few days ago I posted a question to r-sig-finance, which I thought would be an easy one. To my surprise I have received no replies, which makes me think that it is either harder than I thought, or that it makes no sense. I am reposting the message (with some modifications) on the R-help in a hope to get some leads, suggestions for alternatives, etc. My apologies to those who had seen this on

...e: "the smoothed disturbance estimates are the estimates of the measurement equation innovations epsilon and transition equation innovations eta based on all available information Y. ... the computation of hat(eta) and hat(epsilon) from the Kalman smoother algorithm is described in Durbin and Koopman chapter 7, 'Time series analysis by state space methods', OUP (2001) " Local libraries do not have this book and it will take several weeks to get it. Assuming I will get the book: does the KalmanXXX set of functions produce all the necessary artefacts to compute this statistic eith...

Anyone know how to esimate parameters in the system: x[k]=Ax[k-1]+ B + Gv[k-1] y[k]=x[k]+Du[k]+Hw[k] a system with exogenous u[k] in the measurement eq., v,w are iid, both eq. are gaussian. Thanks, Oyvind --------------------------------- [[alternative HTML version deleted]]

Hi *, Firstly, thank you so much for your time to read my email. I am currently interested in how to use R to predict time series from models fitted by ARIMA. The package I used is basic stats package, and the method I used is predict.Arima. What I know is that ARIMA parameters are estimated by Kalman Filter, but I have difficulty in understanding how exactly maximum likelihood (ML) estimator

...041; + if (bits == 8) return 0x008E; + if (bits == 9) return 0x0108; + if (bits == 10) return 0x0204; + if (bits == 11) return 0x0402; + if (bits == 12) return 0x0829; + if (bits == 13) return 0x100D; + if (bits == 14) return 0x2015; + + /* + * For more taps see: + * http://users.ece.cmu.edu/~koopman/lfsr/index.html + */ + __lfsr_needs_more_taps(); + + return 0; +} + +static inline u32 lfsr(u32 val, int bits) +{ + u32 bit = val & 1; + + val >>= 1; + if (bit) + val ^= lfsr_taps(bits); + return val; +} + +#endif /* _LINUX_LFSR_H */ --- a/kernel/locking/qspinlock_paravirt.h +++ b/kerne...