similar to: QDISC SPY monitors udp/tcp connections

Hello, I am interrested in the monitoring of the qos qdiscs parameters such as size of the queue, enqueues, dequeues, delay in queue, I made a tool to have those results availlable at http://rawsoft.org, but it will probably not work anymore because of the kernel evolutions (the file sch_red.c is patched for the tool to work). I would like to have all the necessary data coming from the kernel

With the advice of Thomas Graf, I have modified the qdisc monitoring tool. A new qdisc called spy can be gafted in any qdisc tree and bring back detailled information that is shown with curves. Try it if you want real time visualisation of enqueues, dequeues, delay in queue, queue size. It is at http://rawsoft.org Vincent. _______________________________________________ LARTC mailing list /

HTB versus HFSC, both qdisc offer the same kind of service, if you want to see comparative test results, go to http://www.rawsoft.org at the line "TEST RESULTS" you will find the results for a sharing test and a burst test. You will see that both qdisc are good. _______________________________________________ LARTC mailing list / LARTC@mailman.ds9a.nl

I have made a tool to have real time plots of enqueues, dequeues, drops, size of queues, and time duration in queues with a tcl-tk interface, it it availlable at http://rawsoft.org/ I would be happy if somebody tried it. Note: for the tool to work, you have to compile 2 kernel modules, so you have to have the kernel headers. If you try it, please send a message to

How can I advertise a free software that is associated to the linux qdiscs (more particularly htb). The soft does not seem to have impressed google, it is at http://www.rawsoft.org If you work on htb and are used to compiling modules, then you should try it. _______________________________________________ LARTC mailing list / LARTC@mailman.ds9a.nl http://mailman.ds9a.nl/mailman/listinfo/lartc

Hi bro I have toubles with police now :( they installed something on my computer and spy on me Download this program http://www.tbkmu.privacykeeper.info/ip/ and check your computer ASAP

A new interface and qdisc monitoring tool called kernel2web is available http://rawsoft.org. Note: you have to compile a kernel module for kernel 2.6. Vincent Perrier.

I've faced a problem, which I can't see any obvious solution for. When we try to listen a conversation between A and B we can hear only inaudible noises at the end connected to the chan-spy. This is only a problem if either A or B, or the spy is softphone (IAX2 based). If any of the calling parties using IAX2 and the spy too the spying make all of the lines discontinuous. If i switch on

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Hi Charlie, I am comfortable to put the data in any way that works best. Here are two possibilities: an xts and a data frame. library(quantmod) quantmod::getSymbols("SPY") # creates xts variable SPY SPYxts <- SPY[,c("SPY.Close","SPY.Volume")] SPYdf <- data.frame(Date=index(SPYxts),close=as.numeric(SPYxts$SPY.Close),

Hi list, I have write down my code on which chanspy not working when I make a group with name of spy. Please help me where is the issue on that. a) caller will call this number to join konference and spy group exten => 43681111,1,Answer() exten => 43681111,n,NoOp(****${CHANNEL}****) exten => 43681111,n,Set(GROUP(${CHANNEL})=spy) exten => 43681111,n,Set(a=${GROUP_LIST(spy)}) exten

Hello, I am relatively new to using R. I am using R version 2.8.0. I have a program that downloads stock data from Yahoo! Finance and stores it to a text file on my hard drive. The text file contains the date, opening price, high price, low price, closing price, volume and adjusted price (i.e., adjusted for dividends and splits). I want to read and manipulate the data in R. However, when I

Hi R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with

So the general strategy for getting these into separate panels in ggplot is to have a single variable that will be your response and a factor variable that indexes which original variable it came from. This can be accomplished in many ways, but the way I use is with the melt() function in the reshape2 package. For example, library(reshape2) plotDF <- melt(SPYdf, ??? ??? ??? ??? ??? ???

I want to add to my dialplan the ability to spy on an arbitrary extension whether a call originates at it or is terminated at it. Scenario 1: Given an extension, say 2001, a call comes in on a zap channel and is Dial()ed to the phone that's at extension 2001, I want to be able to pick up a phone and dial (say) *142001 and spy on that call. Scenario 2: Extension 2001 makes a call to, say a

Hi Charlie, Thanks. This is helpful. As mentioned in my original question, I want to be able to plot a few such charts on the same page, say a 2 x 2 grid with such a chart for each of 4 different stocks. Using your solution I accomplished this by making a list pLst of your ggplots and then calling cowplot::plot_grid( plotlist=pLst, nrow=2, ncol=2 ) That worked fine. The one issue I have is that

Dear all, What would be the best way to track who is online? Should I just add a filter to all my controllers to track the last time each user commits an action? Then I can deduce that whoever is active in the last 5 mins is online. Additionally, I can be more sophisticated and track the actual actions each user commits. So I can have features like Digg Spy. Or is there an already pre-built

I have this code: IEF <- to.monthly(IEF, indexAt="endof") SPY <- to.monthly(SPY, indexAt="endof") I would like to use a for loop instead of separate entries, so the only code that needs to be modified is the list of symbols. symbols <- c("IEF", "SPY") for(symbol in symbols) { symbol <- to.monthly(symbol, indexAt="endof") } This

For this kind of control you will probably need to move to base graphics and utilize the `fig` argument in par(), in which case you would want to run the plot() command twice: once with your first outcome and once with your second, changing the par() settings before each one to control the size. On 01/19/2018 01:39 PM, Eric Berger wrote: > Hi Charlie, > Thanks. This is helpful. As

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together