search for: riedl

Displaying 5 results from an estimated 5 matches for "riedl".

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2002 Jun 13
0
[Bug 275] New: openssh 3.2.3p1 make fails
...Product: Portable OpenSSH Version: -current Platform: Sparc OS/Version: SunOS Status: NEW Severity: normal Priority: P2 Component: Build system AssignedTo: openssh-unix-dev at mindrot.org ReportedBy: franz.a.riedl at infineon.com Making openssh 3.2.3.p1 fails under SunOs 4.1.4 on a Sparc 5 ./configure is ok ( ./configure --with-tcp-wrappers --with-ipv4-default --with-default- path=/bin:/usr/bin:/usr/local/bin -with-entropy-timeout=50 ) make fails gcc -o ssh-agent ssh-agent.o -L. -Lopenbsd-compat/ -L/us...
2017 Jul 29
1
rugarch package: VaRTest()
Dear all, I want to backtest my Value at Risk output using the VaRTest() function in the rugarch package. I do not understand if the numeric vector of VaR which needs to be calculated is in negative or positive terms. Usually VaR is expressed in positive terms. Do I have to use positive values for VaR in the VaRTest() formula? Thanks for your help. [[alternative HTML version deleted]]
2016 Apr 30
1
3D surface plot
Dear R users, I am trying to generate a 3D surface plot given the inflator formula in the attached file. Now, I want to create a 3D plot showing how Delta changes with the values of Abs(B) and sigma. The other variables in the formula are constant. Delta is calculated daily therefore the subscript t which denotes the day. I have used different functions and different packages but I get either
2003 Jul 30
1
Mitgrating Nt4 PDC to samba; user mapping
...39; range), or is there at least a way to insert them manually? Btw, as I've tried, samba doesn't use the UID of users, already existing in '/etc/passwd', either. As a last resort I'd have to hack the mapping 'algorithm'... ciao, andi -- : XXX>-OO andreas riedl koenigseggasse 8/1 : : XX< \ | software development A-1060 wien : : XXX>-`. \ | system administration +431 9667865 : : \_ `.) www.tapirdata.com +43966 19667865 :
2017 Jun 17
0
Using mfx to create marginal effects
Dear all, I am trying to estimate the marginal effects of a logit regression using the mfx package. It is crucial that the standard errors are clustered at the year level. Hence, the code looks as follows: marginal.t24.2<-logitmfx(stock.market.crash~crash.t24+bubble.t24+RV.t24,data=Data_logitregression_lags, clustervar1 = "year")