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...nick/dp/1558603204/sr=8-1/qid=1166545021/ref=sr_1_1/002-2644375-9125607?ie=UTF8&s=books For a discussion of compiling for modern architectures, Allen & Kennedy is good: http://www.amazon.com/Optimizing-Compilers-Modern-Architectures-Dependence-based/dp/1558602860/sr=8-4/qid=1166544883/ref=sr_1_4/002-2644375-9125607?ie=UTF8&s=books > > /Fred > _______________________________________________ > LLVM Developers mailing list > LLVMdev at cs.uiuc.edu http://llvm.cs.uiuc.edu > http://lists.cs.uiuc.edu/mailman/listinfo/llvmdev

Hi, As Christmas approaches rapidly I would like to get some suggestions for interesting compiler books, papers and other type of information that one can read the few slow days over Christmas. Any recommendations ? I have the dragon book, but it would be fun to read something on what is happening in modern compilers. /Fred

Hi all R gurus out there, Im a kind of newbie to kalman-filters after some research I have found that the dlm package is the easiest to start with. So be patient if some of my questions are too basic. I would like to set up a beta estimation between an asset and a market index using a kalman-filter. Much littarture says it gives superior estimates compared to OLS estimates. So I would like to

bRotheRs & sisteRs, I am once again attempting to learn enough Latex voodoo to get something done, and failing comically. The document "RJAuthorguide.pdf" mentions that one can get page width figures through the use of the "figure*" or "table* environments, but despite considerable searching through the mail archives and reading Frank Harrell's discussion of

Hola, soy María, Estoy realizando un trabajo de control de calidad usando en R diferentes tipos de "Control charts", desde el tipo xbar.one, u, p, c,...Y al validar el cálculo de los estadísticos media y desviación típica de mis "Control Charts" en Excel, e investigando, me he dado cuenta de que R calcula las desviaciones de distinto modo según sea el tipo de control chart;