similar to: similar file names..

Hello everyone, Assuming this is the right place to post potential bug reports, try this : (Apologies if it's been posted/covered somewhere else, but your lists don't seem to have a search facility...) nmbd had a good go at fork bombing my "server" just now, with a setup as follows : Samba 2.2.0a on Slackware Linux v8.0, linux kernel 2.4.16. i586 with 500ish mb of ram.

Hi everybody, trying to get the Dovecot antispam_plugin to work and I must be doing something wrong, because as soon as it is enabled with a certain backend, imap logins do not work anymore (the session is immediately closed after a successful login). Interestingly, pipe and spool2dir are working (that is, the session won't be closed), dspam-exec and crm114-exec are not. If this happens,

Hi all, ########################################## dof=c(1,2,4,8,16,32) Q5=matrix(rt(100,dof),100,6,T,dimnames=list(NULL,dof)) par(mfrow=c(2,6)) apply(Q5,2,hist) myf=function(x){ qqnorm(x);qqline(x) } apply(Q5,2,myf) ########################################## These looks ok. However, I would like to achieve more. Apart from using a loop, is there are fast way to 'add' the titles to be

Hello Everyone Both the MCMCpack and the bayesm libraries allow us to make draws from the Inverse Wishart distribution. But I wanted to find out how exactly is the Inverse Wishart distribution parameterized in these libraries. The reason I ask is the following: Now its generally standard to express Inverse Wishart as IW(0.5 * DOF,0.5* Scale). (DOF-> Degree of freedom, Scale -> Scale

Dear R-devel list members, Ben Fairbank draw it to my attention that factanal() (in the stats package) doesn't report factor correlations for oblique rotations. Looking at the source, I see that factanal also doesn't save the factor-transformation (rotation) matrix from which these correlations can be computed. I've modified the source, attached below, so that the transformation

I need to fit a t copula with fixed degree of freedom let's say 4. I do not want to estimate the dof together with correlation matrix optimally. Instead fix the dof to 4 and only estimate the correlation matrix in the optimization routine. Is anyone aware of such estimation method in R. The packages and functions that I know of can't do this estimation. I searched online but

Hello, I've got a program written in S-plus which I think is converted successfully to R with the exception of part of the opt.param function written. In S-plus it is: nlminb(start=x0, obj=negllgamma.f, scale=1, lower=c(0.01,0.0001), upper=c(10,0.9999), gamma=gamma, maxlik=maxlik, y=ldose, s=lse, max.iter = 1000, max.fcal = 1000)$par and so far with R I've got to: optim(par=x0,

From ?termplot: col.se, lty.se, lwd.se: color, line type and line width for the ?twice-standard-error curve? when ?se = TRUE?. ...which is findable, but might usefully also be made explicit in the definition of the se= argument. -pd > On 10 Jan 2018, at 23:27 , Eric Goodwin <Eric.Goodwin at cawthron.org.nz> wrote: > > Thanks for your prompt reply Duncan. > >

--=-hiYzUeWcRJ/+kx41aPIZ Content-Type: text/plain; charset="UTF-8" Content-Transfer-Encoding: 8bit Hi, on March 10 I filed a wishlist bug report asking for the inclusion of some changes to factanal() and the associated print method. The changes were originally proposed by John Fox in 2005; they make print.factanal() display factor correlations if factanal() is called with rotation =

I'm a new user of R and a novice user in copula R package. I want to fit 3-dimensional t copula for my trivariate data. So I used the command t.cop <- tCopula(c(0.785,0.283,0.613),dim=3,dispstr="un",df=6,df.fixed = TRUE) where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785 pearson correlation between variable 1-2, 0.283 correlation between 1-3 and 0.613

Thanks for your prompt reply Duncan. I had indeed assumed they were what the help file says until observation raised doubts, which is why I queried it. >From reading the code for termplot(), it seems that either the predict() function doesn't return the 1x standard error, or the curves plotted by the termplot() function are not 1x standard errors. If they're not 1x standard errors,

Hi, I'm trying to fit a marginal model via GEE but I'm getting strange results and few problems. If I set the working correlation as exchangeable I'm getting the same fitting when I set as independent. Comparing to SAS results it shouldn't happen. If I try to use another working correlation (like AR-M or stat_M_dep), R just exits without giving any error message. Another doubt

Dear all, I am having a (really) hard time getting pyears to work together with a ratetable to give me the number of expected events (deaths). I have the following data: dos, date of surgery, as.Date dof, date of last follow-up, as.Date dos, date of surgery, as.Date sex, gender, as.factor (female,male) ev, event(death), 0= censored at time point dof, 1=death at time point dof Could someone

Hello, A reviewer queried what the intervals were on the termplot I provided in a report. The help file for termplot() suggests they're standard errors (se=T), but in the code the se.fit values from predict() are multiplied by 2, suggesting it's a rough 95% confidence interval, is that right? Many thanks, Eric Goodwin Scientific data analyst | Coastal and Freshwater Group Cawthron

I am trying to use Rcmdr 1.5_4 with R-2.11.1 (order to run to run the new version of misdist-0.5.3 which is built under R-2.11.1). however relimp is required for Rcmdr and the version of relimp_1.0.1 downloaded from CRAN will not work with the latest version of Rcmdr (I get error message telling me to reload it). Is there any way round this problem or will there be a new version relimp that is

Folks; I am having a problem with the cv.glm and would appreciate someone shedding some light here. It seems obvious but I cannot get it. I did read the manual, but I could not get more insight. This is a database containing 3363 records and I am trying a cross-validation to understand the process. When using the cv.glm, code below, I get mean of perr1 of 0.2336 and SD of 0.000139. When using a

Hi All, Apologies if this has been answered somewhere else, but I have been searching for an answer all day and not been able to find one. I am trying to plot a path diagram for a CFA I have run, I have installed Rgraphviz and run the following: pathDiagram(cfa, min.rank='item1, item2, item3, item4, item5, item6, item7, item8, item9, item10, item11, item12', max.rank='SMP,

help -----Original Message----- From: centos-request at centos.org Sent: Saturday, September 13, 2014 1:00 PM To: centos at centos.org Subject: CentOS Digest, Vol 116, Issue 13 Send CentOS mailing list submissions to centos at centos.org To subscribe or unsubscribe via the World Wide Web, visit http://lists.centos.org/mailman/listinfo/centos or, via email, send a message with subject or body

Hi, I''m attempting an install of active_rbac but am having some troubles. I''m running Debian 3.1 sarge and I am getting an error saying that I need to have net/https installed. I checked out my ruby lib and net/https.rb is nowhere to be found. I''m running the default ruby for Sarge which is 1.8.2. Was https.rb not included in this build? How can I get around this? I

---- Original message ---- >Date: Wed, 10 Mar 2010 22:09:22 -0800 >From: Nick Lewycky <nicholas at mxc.ca> >Subject: Re: [LLVMdev] glod plugin use >To: Swarup Kumar Sahoo <ssahoo2 at illinois.edu> >Cc: llvmdev at cs.uiuc.edu, Rafael Espindola <espindola at google.com> > >Swarup Kumar Sahoo wrote: >> Hi, >> I was trying to use gold plugin