similar to: pdf font example

Displaying 20 results from an estimated 300 matches similar to: "pdf font example"

2014 Dec 18
0
Aw: Re: Re: rsync not copy all information for font file
ls -la Source folder ----------------------------********---------------------------------- root at ---:/BKP_SC//FONT# ls -la totale 2808 drwxr-sr-x 1 nobody 65533 944 giu 30 2010 . drwxr-sr-x 1 nobody 65533 1440 mar 18 2014 .. -rw-r--r-- 1 nobody 65533 12292 apr 20 2012 :2eDS_Store drwxr-sr-x 1 nobody 65533 880 giu 30 2010 .AppleDouble -rw-r--r-- 1 nobody 65533 0 mar 5 2010
2014 Dec 18
3
Aw: Re: Re: rsync not copy all information for font file
Ram, ? Look inside the .AppleDouble folder and tou will find the resource forks that hold the main part of the font data. ? Not a 'problem' with netatalk, but just how netatalk works so that it can represent apple files on non-apple filesystems. ? ?If you confirm the data all matches, this will prove rsync is working properly. ? Bryan -------- Original message -------- From: Ram Ballu
2009 Apr 17
0
[LLVMdev] Fwd: OpenMPI and llvm-gcc
Yes I think I can. The original compile line was: llvm-g++ -DHAVE_CONFIG_H -I. -I../.. -I../../extlib/otf/otflib -I../../ extlib/otf/otflib -I../../vtlib/ -I../../vtlib -D_REENTRANT -fopenmp - DVT_OMP -O2 -MT vtfilter-vt_tracefilter.o -MD -MP -MF .deps/vtfilter- vt_tracefilter.Tpo -c -o vtfilter-vt_tracefilter.o `test -f 'vt_tracefilter.cc' || echo './'`vt_tracefilter.cc I
2009 Apr 16
1
[LLVMdev] OpenMPI and llvm-gcc
Hi, I was wondering whether or not MPI-libraries are expected to work with llvm-gcc? I tried to compile openmpi-1.3 using the llvm-gcc4.2-2.5-x86-darwin9 distribution on my MacBook Pro running OS 10.5.6. Installation using the gcc (gcc version 4.0.1 (Apple Inc. build 5490)) worked well. But for the llvm-gcc I get the following error message (during the make): > .... > Making all
2001 Feb 18
1
confused about names()
Hi all .. there is no doubt a simple answer to this, but it eludes me. In the first session below ( with jarque.bera.test) you will see that p.value prints with a name of X-squared . This is easily fixed by changing the source to assign a more appropriate name - no name is assigned in the source listing below (the original source code of jarque.bera.test() from tseries).. but what I
2007 Apr 27
2
Jarque-Bera and rnorm()
Folks, I'm a bit puzzled by the fact that if I generate 100,000 standard normal variates using rnorm() and perform the Jarque-Bera on the resulting vector, I get p-values that vary drastically from run to run. Is this expected? Surely the p-val should be close to 1 for each test? Are 100,000 variates sufficient for this test? Or is it that rnorm() is not a robust random number generator?
2013 Sep 05
0
Processed: tagging as pending bugs that are closed by packages in NEW
Processing commands for control at bugs.debian.org: > # Thursday 5 September 20:03:17 UTC 2013 > # Tagging as pending bugs that are closed by packages in NEW > # http://ftp-master.debian.org/new.html > # > # Source package in NEW: ndpi > tags 721551 + pending Bug #721551 [wnpp] ITP: ndpi -- extensible deep packet inspection library Added tag(s) pending. > # Source package in
2004 Jan 14
3
How can I test if time series residuals' are uncorrelated ?
Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = < 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't independently distributed (Box-Ljung test) 2 - merv.reg$residual aren't indentically
2010 Nov 17
2
Jarque-Bera test
Hello, I'm so confused why I can't run Jarque-Bera test on my data. I have 9968 observation and I want to run Jarque-Bera test on them, but no matter how hard I am trying I can't get it work. please let me know what should I do. Best, Kiana [[alternative HTML version deleted]]
2007 Feb 22
1
Diagnostic Tests: Jarque-Bera Test / RAMSEY
Hello R-Users, The following questions are not R-technical, but more of general statistical nature. 1. NORMALITY I built a normal linear regression model and now I want to check for the residual normality assumption. If I check the distribution graphically and look at the descriptive characteristics (skewness and kurtosis are below 1), I would confirm that the residuals are normally
2003 Oct 21
1
Jarque-Bera Test
Dear all, i have the question about the using of Jarque-Bera Test by using R. The question is that I do not have in my package "ts" this test and can not obtain any information in the help-file. Could you help my? Where could I download the package and which one, to use the Jarque-Bera Test? Thank You, Susan --------------------------------- - New people, new
2011 Oct 30
2
jarquebera_test_results
Hi! I got a loop where i print out the results of Jarque Bera tests, but I have to put, the p-values in a vector. Can you help me how to do it in an effective way and not just typing in the results to a vector? Thanks a lot, here is the code: for(i in 1:60){ print(jarque.bera.test(loghozamok[((20*(i-1))+1):(20*(i+11))]))}
2008 Sep 04
1
help on jarque test
Hi all, I used the function jarque.test (in the moments package) on my data set and I obtained something like this: Jarque-Bera Normality Test data: x JB = 4.8381, p-value = 0.089 alternative hypothesis: greater or Jarque-Bera Normality Test data: x JB = 2.6018, p-value = 0.2723 alternative hypothesis: greater I cannot understand this. Please, someone can help me? thank you
1999 Oct 25
1
GARCH models available
tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together
1999 Oct 25
1
GARCH models available
tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together
2007 May 25
3
normality tests
Hi all, apologies for seeking advice on a general stats question. I ve run normality tests using 8 different methods: - Lilliefors - Shapiro-Wilk - Robust Jarque Bera - Jarque Bera - Anderson-Darling - Pearson chi-square - Cramer-von Mises - Shapiro-Francia All show that the null hypothesis that the data come from a normal distro cannot be rejected. Great. However, I don't think it looks
2011 Aug 10
1
font (charter)
dear R-experts---can someone please refer me to the latest installation instructions for graphics fonts in R (the pdf device)? (I would like to install the Charter font from the texlive 2011 distribution under OSX.) sincerely, /iaw ---- Ivo Welch (ivo.welch at gmail.com)
2005 Feb 17
1
Is there a way to specify different significance levels in jarque.bera.test()?
Dear List: I am trying to understand how to use the jarque.bera.test() function of the "tseries" package. A numeric vector or time series seems to be the only argument required. What is the default significance level for rejecting the null of normality? Is there a way to specify different significance levels? platform i386-pc-mingw32 arch i386 os mingw32
2009 Mar 31
1
Jarque-Bera test and Ljung-Box test for multivariate time series
Hi! I know that there is function in fBasics package for univariate Jarque-Bera test and a funtion for univariate Ljung-Box test in stats package. But I am wondering if there is a function somewhere to do the tests for multivariate time series? Thanks, John [[alternative HTML version deleted]]
2004 Oct 15
0
Re: Testing for normality of residuals in a regression model
Dear Federico, see: ? shapiro.test(stats) Shapiro-Wilk Normality Test and ? jarque.bera.test(tseries) Jarque-Bera Test They are the most common tests used for normality testing. Ciao Vito Federico Gherardini wrote on Fri Oct 15 14:44:18 CEST 2004: Hi all, Is it possible to have a test value for assessing the normality of residuals from a linear regression model,