similar to: RCAPI ISDN Support

(This is an extension of an email I sent earlier, but I'm not sure if it made it to the list or not.... I never saw it!) We seem to be accumulating Cisco 8XX series ISDN routers as DSL becomes more and more available in Australia and our clients upgrade. Does anyone know if those routers can make the ISDN channels available in a way that can be used by Asterisk? Preferably in a fairly raw

This is a relatively recent article that is somewhat accessible. Jensen, D. R., and Solomon, Herbert (1994), "Approximations to joint distributions of definite quadratic forms", Journal of the American Statistical Association, 89 , 480-486 It has references to previous work. I also have an old paper that is so old I can't tell what journal it came out of:( Grad, Arthur and Solomon,

Sorry for the contents not relating to R. Assume there are N i.i.d zero-mean complex gaussian random variables(RVs),as w(i),0<=i<N} with known variance,from which one can generate another N RVs,as R(0)=sum over i {w(i)*w'(i)} R(1)=sum over i {w(i+1)*w'(i)} ... up to R(N-1)= w(N-1)w'(i) where w'(i) is the complex conjugate of w(i). (from viewpoint of signal

>From basic statistics principle,we know,given several i.i.d Gaussian RVs with zero or nonzero mean,the sum of square of them is a central or noncentral Chi-distributed RV.However if these Gaussian RVs have different variances,what does the sum of square of them obey? Thanks in advance.

Dear People, I have a vexing problem related to pseudo-random number generation, and would appreciate any help and advice. This problem is not directly related to R, and the only reason I am posting it to this list is that my implementation is using R. Let me describe my problem by giving an example, that is close to what I am trying to do. Suppose we are given a stream of pseudo-random numbers,

This is yet another problem with the Nabble interface to the list. On Wed, Feb 29, 2012 at 6:21 PM, Richard M. Heiberger <rmh at temple.edu> wrote: > This line > > ?TT <- *Temp*+273.15 > makes it unexecutable. ?that is not the error you mentioned. On nabble, that variable is in bold. When it's reformatted for the plain-text email list, the formatting is converted to **

Hi all, I was wondering how to generate samples for two RVs X1 and X2. X1 ~ Bernoulli (p1) X2 ~ Bernoulli (p2) Also, X1 and X2 are correlated with correlation \rho. Regards, Vineet [[alternative HTML version deleted]]

Dear R people, This is a possibly silly question, but the rgamma function takes the shape and scale arguments and simulates gamma rvs corresponding to those values, right? But the shape and scale parameters have to be positive, right? However, rgamma quite happily returns to me values for negative values of shape and scale, and in some cases returns negative values eg. > rgamma(1, 1, -1) [1]

I have seen people say both that rsync can efficiently copy truecrypt volumes. I got it working once with deltacopy but as I'm trying to get it to work from the command line, I cannot. It just transfers the whole file. I am using -rvs -inplace switches. Does anybody have any suggestions? _____________________________ Stephen Zemlicka Integrated Computer Technologies PH.

Hi, How can I use "vhd-util" or "vhd-update"? Have someone a manual for this? A tutorial? Any help? I found this link (http://forums.citrix.com/message.jspa?messageID=1373599), but this link have a poor information. No examples. Anyone have an examples? Thanks. -- Roberto Scudeller Especialista Linux/Unix beto.rvs@gmail.com beto_rvs@yahoo.com.br

Hi Folks, Given k RVs with MVN distribution N(mu,S) (S a kxk covariance matrix), let (w.l.o.g.) X1 denote the first r of them, and X2 the last (k-r). Likewise, let mu1 and mu2 denote their respective expectations. Then, of course, the expectation of X2 given X1=x1 is mu2 + S21*inv(S22)*(x1 - mu1) and the covariance matrix of X2 given X1=x2 is S22 - S21*inv(X11)*S12 where Sij is the

Thank you Duncan and Gabriel. I think that my trivial example was a little too trivial and is causing some confusion. What's happening in the real function I'm writing is... 1. In R: Draw tens-of-thousands of times from a handful to Gamma RVs with different parameters to initialize some variables. (Technically, I'm calling gtools::rdirichlet which calls stats::rgamma) 2. Transfer the

How does one define PDFs as yet undefined in R, such as the ex- gaussian, the sum of two RVs, one exponential, one Gaussian? The PDF would then be the convolution of an exponential PDF, dexp(), and a normal, dnorm(). Kindly cc me in your reply to r-help. Thanks, _____________________________ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400

I need to write a method for calculating the fee for medical procedures with respect to area. I have all the tables and data but its hard to give that here. Can someone take a look at this ''stub'' method and help me out? def calculate_fee # strip out the first 3 numbers of the user entered zip code # use those 3 numbers to identify row in [zipcodes table] (between upper and

When I go to page http://rsync.samba.org/download.html then there is no download of the windows binaries except the cwRsync version. However there must be such a pure-rsync binary version for Windows because I have already an old, outdated rsync.exe v3.0.4 So is there elsewhere a download site for the newest rsync for windows? Ben

Guys, sorry for the reposting, but I''ve got some of suggestions in private all of them assuming that I was talking about general purpose C++ programming. This is all within the DTrace framework, and it still seems to be a problem for me. I can combat it with increasing the dynvarsize but that doesn''t seem to be too attractive. Any hints will be highly appreciated. Thanks,

Hi Guys, Had a samba server up and running on a sparc running 2.6. All was well with the world then I had to move it to another subnet. Since then I have not been able to connect or see it in the browser list and keep seeing the following error in smb.log which I can't find an answer to. The error is ERROR: root did not create the semaphore [1999/12/28 10:04:13, 0]

Greetings, I have the following? Problem: Given k (=10) discrete independent random variables X_i with n_i (= 5 to 20) values each,compute quantiles of the distribution of the sum X = X_1+...+X_k. Here X has n=n_1 x n_2 ... n_k distinct values which is too large to list them all together with their probabilities. I tried several approaches: (A) Convolution: each X_j is approximated with

Can someone explain why I am getting the following error: in the r code below? Error in solve.default(diag(2) + ((1/currvar) * (XX1 %*% t(XX1)))) : system is computationally singular: reciprocal condition number = 0 In addition: There were 50 or more warnings (use warnings() to see the first 50) The R code is part of a bigger program. ##sample from full conditional

Hi Folks, Can anyone give me the tip I've been groping for with the following question:? mu: kx2x2x2 array of reals corresponding to means of k RVs at the combinations of values (1,2)x(1,2)x(1,2) of dichotomous variables F1,F2,F3 mu prints out as k rows (one for each Xi) of 8 numbers M: N x (3+k) matrix of cases. The first 3 cols are values of