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
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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
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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,