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