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-----Ursprüngliche Nachricht----- Von: Wildi Marc, wia Gesendet: Mittwoch, 18. August 2004 10:11 An: r-help@lists.R-project.org Betreff: Hi Does anybody know from an R-package devoted to sample selection problems (Heckman's lambda, Lewbel, ...)? Thanks and best regards Marc Wildi [[alternative HTML version delet...

...ry.runtime.low ups.delay.shutdown ups.delay.start The command usbhid-ups -D and the listing under http://obsvermes.org/cgi-bin/nut/upsstats.cgi?host=apcsmart at localhost&treemode show no hint on appropriate variable. I scanned to log files and found no hint on successfull self-test. bye, wildi

This is not an R question, but a question on some combinatorial mathematics. Apologies for the OT if it is wildy inappropriate. The traditional C(n.k) method tells me how many combinations k I can make with n objects. However, suppose I want the number of combinations where an object cannot be used more than Q times where Q is a parameter that changes? For instance: combn(LETTERS[1:5], 3) shows

Looks like the parsing for generic tunnels ( with protocol and port) in usr/share/shorewall/firewall in the 1.4.6_20030813 is not correct. The patch below fixes it for me. Patrick --- usr/share/shorewall/firewall.orig 2003-08-13 16:00:32.000000000 -0700 +++ usr/share/shorewall/firewall 2003-08-13 18:39:22.000000000 -0700 @@ -1209,8 +1209,8 @@ case $2 in *:*:*)

...words: the kalman filtering routines as implemented in the package ts cannot be used since it treats the univariate case only. My question : does a multivariate kalman filtering procedure for R exist somewhere in the world? Where could I perhaps expect to find something like that? Many thanks M. Wildi

Hi Does anybody know from an R-package devoted to sample selection problems (Heckman's lambda, Lewbel, ...)? Thanks and best regards Marc Wildi

...on Computing, OneMarketData and Insight Algorithmics. The conference will feature invited keynote lectures by: * Bernhard Pfaff, Author, Analysis of Integrated and Co-integrated Time Series with R * Ralph Vince, Author, Leverage Space Portfolio Model * Marc Wildi, Author, Signal Extraction. ZHAW, Zurich, Switzerland * Achim Zeileis, Author, Applied Econometrics with R. Universitaet Innsbruck, Austria Plus additional talks over two days from: Maria Belianina, Kris Boudt, Josh Buckner, Peter Carl, Jon Cornelissen, Dirk Eddelbuett...

...g talks: Jonathan Cornelissen: RTAQ: Tools for Analysis of Trades and Quotes Robert Grossman: Computing in the Cloud Nicolas Christou/David Diez: Statistical Finance for Investors Unfamiliar with Quantitative Methods Maria Belianina: Data Management Challenges for Quantitative Research *Marc Wildi: Adapting the MDFA to 'Financial Trading' Eric Zivot: Simulation-based Estimation of Continuous Time Models Dirk Eddelbuettel/Khanh Nguyen: RQuantLib: Interfacing QuantLib from R Lightning talks: Jeff Ryan: Databasing without the Database: The indexing package Josh Ulrich: Fast and Flex...

AGI's are resulting in unusual behaviors. Can someone please tell me if this is my inappropriate use of AGI's, inappropriate use of Time::HiRes, or a bug with *: I call this script twice: #!/usr/bin/perl use Time::HiRes qw( gettimeofday ); ($seconds, $microseconds) = gettimeofday; $hirestime = sprintf("%s","$seconds$microseconds"); print "SET VARIABLE

...h * Wolfgang Polasek, Sales Response Functions (SRF) with Stochastic Derivative Constraints, Vienna * Charles Roosen, Mainstream Application Development with R, Chippenham * Stefan Theussl, Many Solvers, One Interface - ROI, the R Optimization Infrastructure Package, Vienna * Marc Wildi, Financial Trading: Fundamental and Intrinsic Perspectives, Zurich * Diethelm W?rtz, The Hull, the Feasible Set, and Portfolio Risk Surfaces, Zurich ... this list is still incomplete, about 25 papers will be presented. Call for Papers: We invite to submit abstracts presenting innovati...