similar to: Extract PDF portfolio

Hi, I'm trying to build several SCL perl516 modules for using assp spamfilter. Some modules have dependencies which spend a lot of errors or can not be build on a x86_64 system. perl-Email-Valid-0.184 for example needs Win32::IPHelper and Win32::TieRegistry. If I build this rpm for standard perl510, the Win32 modules are not required. Why are theses dependencies only for perl516? Can I

Hi, I have to edit all my samba users password expiration time and users full names. (I changed from samba 2.2 to 3.0 today.) But pdbedit doesn't work. example command: pdbedit -r -u %user% -f "%NAME%" I installed samba 3.0.5-2.src.rpm from samba.org on RedHat ES 3. Is it still a bug? Thanks! Nicole

Hi, I am using rsync 3.0.5 on novell open enterprise sp1 server (sles10 sp2, newest kernel, x86_64). Every day I sync some directories and get this messages: deleting wxppatch/update-pack-files-ie7/SP3QFE/serepack.inf deleting wxppatch/update-pack-files-ie7/SP3QFE/FontReg.exe wxppatch/update-pack-files-ie7/SP3QFE/SerePack.inf wxppatch/update-pack-files-ie7/SP3QFE/fontreg.exe On the destination

Hi, I''m running SLES10 SP1 with xen 3.0.4 and windows 2003 server as guest. Is it possible to assign ips from different networks to Dom0 and Guest, e. g. 172.27.10.1/24 for Dom0 and 172.27.15.1/24 for Guest? I tried it, but I can''t reach the Guest. If it''s possible, what should I have to configure? Thanks! Nicole _______________________________________________

Hi, when starting samba it logs the following text to /var/log/messages, although I have added syslog only = no and syslog = 1. Samba's log file is /var/log/samba... How can I disable logging to syslog? Thanks! Nicole Jul 28 08:19:11 Domino1 smb: Starten von smbd succeeded Jul 28 08:19:11 Domino1 nmbd[6667]: [2004/07/28 08:19:11, 0] nmbd/asyncdns.c:start_async_dns(149) Jul 28 08:19:11

Hi, is there anybody running centos3 (el3) with a standard kernel 2.4.32 or newer, because it seems openswan versions > 2.21 don''t run with centos3(el3) anymore. But we need the newer openswan versions. Problem arise when I try to build the ipsec.o module: /usr/src/openswan-2.4.4/linux/net/ipsec/ipsec_init.c /usr/src/openswan-2.4.4/linux/net/ipsec/ipsec_init.c: In function

Hello, After installing and loading the package "portfolio", I tried to run the example code provided, and it would not run. this is the link: http://rss.acs.unt.edu/Rdoc/library/tseries/html/portfolio.optim.html this is the example code, as found at the link: x <- rnorm(1000) dim(x) <- c(500,2) res <- portfolio.optim(x) res$pw the error I get is: Error: could not find

Hi!! This is my first time with llvm. I'm still learning and really need help. I wrote only one Function Pass, which uses another Function Pass (blockNrs), and registered this: RegisterPass<FunctionAnalysis> X("gasched", "Genom Scheduling Pass"); When I compile my sourcecode, everything was okay. But when I tried to test it, i got this error Message: nicole at

Hi I would like to eliminate a large number of lines of the dataframe df1 The lines to delete are given here by the values of Mat (ex : 2,4,7,10). but I have a large number (300) values of Mat dput(df1) structure(list(Mat = c(1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 6, 6, 6, 6, 6, 6, 7, 7, 7, 7, 7, 7, 7, 8, 8, 8, 8, 8, 8, 8, 9, 9, 9, 9, 9, 9, 10, 10, 10, 11,

Hi, I need some help with Portfolio Optimization problem. I am trying to find the minimum variance portfolio subjected to constraints on weights like /x1< w1 <x2 x3< w2 <x4</i> I need help with solving for the minimum variance portfolio as solve.QP doesn't allow me to specify the lower boundaries. Thanks Mahesh -- View this message in context:

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

How to use R to solve the optimisaton problem Minimize: ?*w^T*omega*w+mu^T*w+c^T(w-w0) for w>w0 long position ?*w^T*omega*w+mu^T*w-c^T(w-w0) for w<w0 short position W: is the update weight of portfolio Wo is the initial weight of portfolio Omega is the variance covariance matrix mu is the vector of return rate of stocks in the portfolio C is the vector coefficient of transaction cost

Hi, I'm an R newbie and I've been struggling with a optimization problem for the past couple of days now. Here's the problem - I have a matrix of expected payouts from different stock option strategies. Each column in my matrix represents a different stock and each row represents the return to the strategy given a certain market move. So the rows are not a time series of percentage

Hello. I don't understand a particular output of portfolio.optim (tseries). I have 4 assets and the portfolio.optim returns an asset with weight equals to zero. If I do a portfolio.optim with 3 assets, without the asset with weight equals to zero, it returns a completely different result. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in

Hi!! It's me again. I guess that there is a problem in the Makefile of my source code. But I don't know where. Could you please verify it? The Makefile is written like this: # Makefile for Genetic Algorithm Pass CXXFLAGS = -Wall -I/iss/fpga3/nicole/galib247/ LDFLAGS= -L/iss/fpga3/nicole/galib247/ga/ -lga -Wl,-E # Path to top level of LLVM heirarchy LEVEL=../../../ # Name of the

Dear R helpers I have following data stocks <- c("ABC", "DEF", "GHI", "JKL") prices_df <- data.frame(ABC = c(17,24,15,22,16,22,17,22,15,19),                                          DEF = c(22,28,20,20,28,26,29,18,24,21),                                           GHI = c(32,27,32,36,37,37,34,23,25,32),                                          

I have what I hope is a simple question - is it possible to do time series analysis on a small data set specifically only four data points? I have collected human threat data (mean number of threats per kilometre walked/ survey) every 3 months in eight different sites (four with an experimental element and four control sites). I am trying to determine the best way to determine if there is a

To detect heteroscedasticity for a multiple linear OLS regression (no time dependencies): What if the residuals vs. fitted values plot shows well behaved residuals (cloud) - but the some of the x versus residuals plots are a megaphone? Also, it seems that textbooks and internet tutorials in R do not agree what is the best plot for detecting heteroscedasticity. What do you use? I found so

Hello, I have a very simple data set i imported from excel including 96 averages in a column along with 96 standard errors associated with those averages (calculated in excel). I plotted the 95 averages using r and I am wondering if it is possible to plot the second column of standard errors while applying error bars to each value so they represent the error corresponding to each average? thanks,

Full_Name: Ansgar Steland Version: 0.90.0 OS: Linux 6.1 FreeBSD 3.2 Submission from: (NULL) (62.104.196.10) Dear R Team, Yesterday I downloaded R 0.90.0 and the current versions of some packages (tseries, quadprog,...). I had no problems to build the program using FreeBSD 3.2 and SuSe Linux 6.1. I also re-build all packages required by tseries. I checked out portfolio.optim (package: