Displaying 4 results from an estimated 4 matches for "n2k".
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ne2k
2004 Jan 19
0
FW: Problem updating/creating files with winbind and a wi n2k box
...adow: files
group: files winbind
Any help would be greatly appreciated!!!
-----Original Message-----
From: Harmon, Leigh [mailto:lharmo02@harris.com]
Sent: Friday, January 16, 2004 3:48 PM
To: 'samba@lists.samba.org'
Subject: [Samba] Problem updating/creating files with winbind and a win2k box
Hi,
I'm having a strange issue with Samba 3.0.1 running on Solaris 8, and
updating/creating files on a Win2k machine. I have a test share created on the
Solaris machine (path=/export) with initially no files in it.
I have no problem accessing the test share from the Win2k machine. I c...
2008 Feb 26
2
AIC and anova, lme
...1|site, na.action=na.omit, data=bdd2)
> lmmedt9<-lme(mediane~log(0.0001+transat), random=~1|site,
na.action=na.omit, data=bdd2)
Using the Akaike Criterion and selMod of the package pgirmess gives the
following output:
> selMod(list(lmmedt1,lmmedt9))
model LL K N2K AIC deltAIC w_i AICc
deltAICc w_ic
2 log(1e-04 + transat) 44.63758 4 7.5 -81.27516 0.000000 0.65 -79.67516
0.000000 0.57
1 1 43.02205 3 10.0 -80.04410 1.231069 0.35 -79.12102
0.554146 0.43
The usual conclusion would be that the two models are equivalent and to...
2005 Oct 29
2
LaTex error when creating DVI version when compiling package
...ing one term at a time until the
upper scope model is derived. A list of user specified lm, glm, lme or
nlme objects can alternately be passed.
}
\value{
A list with the following items:
\item{AIC}{a data.frame including LL, the maximized log-likelihood; K
the number of estimated parameters; N2K, number of observations/K; AIC,
the Akaike index criterion; deltAIC, the difference between AIC and the
lowest AIC value; w_i, the Akaike weights; AICc, the second order Akaike
criterion; deltAICc, the difference between AICc and the lowest AICc
value; w_ic, the AICc weights }
\item{models}{t...
2011 Aug 02
1
Writing multiple regression in one function
Hello all,
I am newbie to R and have not been able to find too much stuff on a version of VAR(p) I am working on.
Would someone be able to tell me if there is a more elegant way of writing A function for the following? Many thanks in advance. Darius
I am regressing returns of 8 asset classes on lagged values of 4 state variables and so I have 8 equations like the following:
cash_lag1= dynlm