similar to: Accessing maildir snapshots through dovecot

Hi, I've the following setup : - FreeBSD 9.0 / Dovecot 2.1.7 - Maildir storage over iSCSI (Dell MD3200i) - Virtual users over LDAP to render the storage snapshots available through dovecot (to allow my users to browse their mail history). Here is my conf : namespace { type = private inbox = yes list = yes prefix = INBOX. location =

I am trying to use rsync to transfer some directories from a RedHat 7.0 box to a RedHat 7.1 rsync server via a cron job. The cron command line: 00 00 * * * /usr/local/bin/emailbackup > /tmp/backup.log 2>&1; mail -s "Rsync Backup Log" my@emailaddres < /tmp/backup.log The 7.1 rsyncd.cond; [home] path = /home/brad/data/emailbackup read only = no uid = root gid = root The

Sirs, We've just successfully upgraded our samba server from 2.0 to 3.0. Access from windows clients and linux clients particularly RH7.3 and RH9.0 has no problem accessing the files and saving them. Unfortunately, we also have Mandrake and Knoppix workstations and in which we're having problems on the mounting of the samba shares. Mandrake and Knoppix basically uses the original

Is there a way for setting up dovecot in such a way that a user can "jump back in time" to an old mailbox "state" in order to retrieve his accidentially deleted mail? -- Ralf Hildebrandt Gesch?ftsbereich IT | Abteilung Netzwerk Charit? - Universit?tsmedizin Berlin Campus Benjamin Franklin Hindenburgdamm 30 | D-12203 Berlin Tel. +49 30 450 570 155 | Fax: +49 30 450

Hi everybody, i'm dealing with some percentage tables, of which i should test rowwise if the entries are sgnificantly equal or not. Namely, on row 1, test H0: element 1= element2, H0: element 1= element3...H0: element 2= element3...H0: element n-1= element n. The same on the other rows. Anybody knows how this can be done in quick way? I don't have large matrices, but it seems quite

dear all. Would someone be kind and willing to explain the code below for a person who has never used R? ( that is if one has enough time and inclination) It implements gillepsie's stochastic algorithm for Lotka Volterra model. What would help me tremendously is to see the breakdown of the line by line code into plain english. thanks for any insights or other comments. sean

Hi There, Using t.test to test hypothesis about which one is greater, A or B? where A={10,20,30},B={25,30,15}. My question is which of the following conclusions is right? #################hypothesis testing 1 h0: A greater than or equal to B h1: A less than B below is splus code A=c(10,20,30) B=c(25,30,15) t.test(c(10,20,30),c(25,30,15),alternative="less") output: p-value=0.3359

Thank you in advance. Now I want to make comparison of the different bandwidth h in a normal distribution graph. This is the table of bandwidth h: thumb rule (normal)--0.00205; thumb rule(Epanech.)--0.00452; Plug-in (normal)--0.0009; Plug-in(Epanech.)--0.002. this is the condition: N=1010 data sample is from normal distribution N(0,0.0077^2). The grid points are taken to be [-0.05,0.05] and

Hi, is there a test for the H0 skewness=0 (or with skewness as test statistic and normality as H0) implemented in R? Thank you, Christian *********************************************************************** Christian Hennig Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/

Dear Community, this is my first programming in R and I am stuck with a problem. I have the following code which automatically calculates Granger causalities from a variable, say e.g. "bs" as below, to all other variables in the data frame: log.returns<-as.data.frame( lapply(daten, function(x) diff(log(ts(x))))) y1<-log.returns$bs y2<- log.returns[,!(names(log.returns) %in%

Dear All, I am estimating a Cox proportional hazard model, with several interactions of the type a*z + a*y + a*x + b*z + b*y + b*x. I need to know if the first three (the "a"s) are jointly significantly different from the last three (the "b"s). I have tried several approaches, but have been unsuccessful. Here's the model, and the code I came up with, with the obvious

Hi I was wondering if there is a permutation test available in R for linear models with continuous dependent covariates. I want to do a test like the one shown here. bmi<-rnorm(100,25) x<-c(rep(0,75),rep(1,25)) y<-rnorm(100)+bmi^(1/2)+rnorm(100,2)*x+bmi*x H0<-lm(y~1+x+bmi) H1<-lm(y~1+x+bmi+x*bmi) anova(H0,H1) summary(lm(y~1+x+bmi)) But I want to use permutation testing to

Hello, I have a simple theorical question about regresion... Let's suppose I have this: Model 1: Y = B0 + B1*X1 + B2*X2 + B3*X3 and Model 2: Y = B0 + B2*X2 + B3*X3 I.E. Model1 = lm(Y~X1+X2+X3) Model2 = lm(Y~X2+X3) The Ajusted R-Square for Model1 is 0.9 and the Ajusted R-Square for Model2 is 0.99, among many other significant improvements. And I want to do the anova test to choose the best

Hi, I' am doing a stats project using R to work out the size of a t-test and wilcoxon test depending on the distribution and sample size. I just can't get it to work - I want to put my results from the function size() into an array.At the moment I keep getting the error message:Error in res[distribution, test, samplesize] <- results : subscript out of boundsCan anyone tell me where

Hello, As a new user of R (less than a month) I have got my hands on several books and am pouting through the net looking for help in gaining understanding of this powerful tool. I am becoming more proficient with using basic functions to conduct basic statistics. I am now looking to learn how to write code. After a few small worthless functions I decided to try to create a function that was

Hi Let's assume, we have a multiple linear regression, such as the one using the Scottish hills data (MASS, data(hills)): one dependent variable: time two independent var (metric): dist, climb if I am interested, after (!) fitting a lm: my. lm <- lm(time ~ dist + climb, data = hills) in the equivalence (or non-equivalence) of the two predictors "dist" and

Hi everybody, somehow i dont get the shapiro wilk test for normality. i just can?t find what the H0 is . i tried : shapiro.test(rnorm(5000)) Shapiro-Wilk normality test data: rnorm(5000) W = 0.9997, p-value = 0.6205 If normality is the H0, the test says it?s probably not normal, doesn ?t it ? 5000 is the biggest n allowed by the test... are there any other test ? ( i know qqnorm

Hello. How can I compute the Bootstrap p-Value for a one- and two sided test, when I have a bootstrap sample of a statistic of 1000 for example? My hypothesis are for example: 1. Two-Sided: H0: mean=0 vs. H1: mean!=0 2. One Sided: H0: mean>=0 vs. H1: mean<0 I hope you can help me Thanks in advance Regards, Andreas

Hi, I had a question about specifying the Null hypothesis in a significance test. Advance apologies if this has already been asked previously or is a naive question. I have two samples A and B, and I want to test whether A and B come from the same distribution. The default Null hypothesis would be H0: A=B But since I am trying to prove that A and B indeed come from the same distribution, I think

The compositional data xi=(x_i1,x_i2,...,x_in), for each fixed i , xij>0, and sum(xij)=1; I want to compare the mean( u_i) of several groups i.e. H0: u_1=u_2=...=u_N or H0: u_11=u_21=...=u_N1 Are there any ANOVA tpye tools to do this work in R? Thanks, WEN S Q [[alternative HTML version deleted]]