similar to: Writing HAR-RV-CJ Model?

I am trying to write a loop to forecast realized volatility over successive days for the purpose of VaR prediction using the HAR-RV-CJ model which is as follows: log(RV_t+1) = ?_0 + ?_CD log(CV_t) + ?_CW log(CV_t-5) + ?_CM log(CV_t-22) + ?_JD log(J_t + 1) + ?_JW log(J_t-5 + 1) + ?_JM log(J_t-22 + 1) + e_t where RV is realized volatility, CV is continuous volatility and J is the jump which is

I am working with xts dependent data, and my code is as follows (the problem is explained throughout): dat <- getdat("prices") dat <- read.zoo(dat, sep = "",format="%d/%m/%Y %H:%M", tz="", FUN=NULL, regular=TRUE, header=TRUE, index.column=1, colClasses=c("character", "numeric")) dat <- as.xts(dat)

Hi all, My problem is as follows: I want to run a loop which calculates two values and stores them in vectors r and rv, respectively. They're calculated from some vector x with length a multiple of 7. x <- c(1:2058) I need to difference the values but it would be incorrect to difference it all in x, it has to be broken up first. I've tried the following: r <- c(1:294)*0 rv

Have you tried: 10-master.conf service imap { drop_priv_before_exec=yes } as suggested by the error?

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Hey I am organizing the CentOS village at HAR2009 with the Fedora guys. Now I would like to know how many people the CentOS crowd would consist of. It should be a good laugh with a own hack tent and loads of fun. Please update the wiki [1] or reply to this thread. Cheers Didi [1] http://wiki.centos.org/Events/HAR2009 ---- My www page: www.ribalba.de Email / Jabber: ribalba at gmail.com Skype

Hey I am just organizing the CentOS village at HAR and need a rough estimate of people who will be attending. What do people want? Shall the CentOS people have their own party tent? We are currently with the Fedora people. I will also post on the SL mailing list. Hope to see you all at HAR? Cheers Didi ---- My www page: www.ribalba.de Email / Jabber: ribalba at gmail.com Skype : ribalba

Hi, On Sunday 05 October 2014 14:08:34 Richard W.M. Jones wrote: > Since v4: > > - More tests have been converted. > - Testing local guests fixed. > - Drop no-exec-stack test. I've sent few particular notes already to the separate patches. As a general notes: I look forward too to something to run the tests as installed, and we discussed (mostly on IRC) about it a couple

On Tue, Oct 21, 2014 at 05:56:14PM +0200, Pino Toscano wrote: > On Sunday 05 October 2014 14:08:35 Richard W.M. Jones wrote: > > +# Install the test harness. > > +localtestsdir = $(alltestsdir) > > +localtests_SCRIPTS = ../test-harness > > Shouldn't it rather go to libexec? No, it's meant to be run by the end user. > > +../test-harness: > > +

On Tuesday 10 March 2015 18:31:41 Richard W.M. Jones wrote: > + (* Boot the guest. *) > + let conn = C.connect () in > + let dom = D.create_xml conn boot_xml [D.START_AUTODESTROY] in When using ocaml-libvirt 0.6.1.2 (as shipped in f21), this results in: File "v2v_test_harness.ml", line 174, characters 14-26: Error: Unbound value D.create_xml Indeed, the

On Wed, Mar 11, 2015 at 11:02:44AM +0100, Pino Toscano wrote: > On Tuesday 10 March 2015 18:31:41 Richard W.M. Jones wrote: > > + (* Boot the guest. *) > > + let conn = C.connect () in > > + let dom = D.create_xml conn boot_xml [D.START_AUTODESTROY] in > > When using ocaml-libvirt 0.6.1.2 (as shipped in f21), this results in: > > File

CentOS Errata and Bugfix Advisory 2015:1597 Upstream details at : https://rhn.redhat.com/errata/RHBA-2015-1597.html The following updated files have been uploaded and are currently syncing to the mirrors: ( sha256sum Filename ) x86_64: 3414c239f0b991dad77b3b6652e1a5f6c54d0931ad69fbe4286223e34c6b1a40 perl-Test-Harness-3.28-3.el7.noarch.rpm Source:

You can now do "make check" in the CVS version of rsync and it will run some elementary self tests. It also runs these tests on build.samba.org, which should help catch unintended regressions, particularly on unusual platforms. Contributions of more test cases would be welcome. -- Martin

olly wrote: > SVN root: svn://svn.xapian.org/xapian > Changes by: olly > Revision: 7759 > Date: 2007-02-26 18:38:13 +0000 (Mon, 26 Feb 2007) > > Log message (3 lines): > tests/harness/backendmanager.cc: Indent with tabs not spaces. Hmm - this space thing is getting silly - I have my editor set to not expand tabs, but spaces crept in because I

On Thu, Mar 29, 2007 at 03:39:01PM +0100, richard wrote: > bin/xapian-tcpsrv.cc,tests/harness/testsuite.cc: First of many > parts of a large patch from Mark Hammond working towards enabling > remote databases on windows. When displaying errors which might > be socket errors, display the error number as well as the output > of strerror - on windows, strerror doesn't display

I think the code is part of the RTAQ package but is not included in it, as I obtained it from https://r-forge.r-project.org/scm/viewvc.php/pkg/RTAQ/R/HAR_model.R?view=markup&root=blotter&sortby=author&pathrev=1028. It is not my code and I make no claim to other's good work, and apologize if I should even be posting it I am not sure, but in the transform function it allows to

Hi all, At OLS last month I presented about doing automated client/server testing of NFSv4. In and after that talk there was some discussion with Steve French about using the same framework for testing Samba, so I thought it might be worthwhile to post about the framework on this list. We've also just put out a new 1.6 release of Crucible; I've attached the release notice below. The

If this is mainly about size then I would rather propose to split the "ABI-Testsuite" folder into a separate repository. With 1.5G it takes up more space than the rest of the repository combined yet it is coneptually independent of the rest of the testsuite and most people are not running it. - Matthias > On Jul 9, 2018, at 9:11 AM, Michael Kruse via llvm-dev <llvm-dev at

On Sunday 05 October 2014 14:08:35 Richard W.M. Jones wrote: > +# Install the test harness. > +localtestsdir = $(alltestsdir) > +localtests_SCRIPTS = ../test-harness Shouldn't it rather go to libexec? > +../test-harness: > + rm -f $@ $@-t > + echo 'echo Warning: Install OCaml compiler in order to rebuild the test-harness.' > $@-t > + chmod +x

Dear community, LLVM test-suite includes both default applications (benchmarks, tests) and test harness (CMake modules, lit-support, some scripts, etc.). Test suite provides extension interface to add "external" tests suite and folders. This worked well, we enhanced basic harness and integrated large set of internal benchmarks and applications. However, we have users interested in LLVM