similar to: Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY

[re-sending - previous email went out by accident before complete] Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That

Hi Eric, Thank you, that helps a lot. If I'm understanding correctly, if I?m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with my returns (i.e. daily returns with daily sharpe, monthly with monthly, etc). And I wouldn?t need to transform returns like the

Correct Sent from my iPhone > On 21 Nov 2017, at 22:42, Joe O <joerodonnell at gmail.com> wrote: > > Hi Eric, > > Thank you, that helps a lot. If I'm understanding correctly, if I?m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with

Hello, I'm trying to understand how to use the pbo package by looking at a vignette. I'm curious about a part of the vignette that creates simulated returns data. The package author transforms his simulated returns in a way that I'm unfamiliar with, and that I haven't been able to find an explanation for after searching around. I'm curious if I need to replicate the

While I've closed off most races in a previous patch, a small race still existed where importing then unreffing cound cause an invalid bo. Add a test for this case. Racing sequence fixed: - thread 1 releases bo, refcount drops to zero, blocks on acquiring nvdev->lock. - thread 2 increases refcount to 1. - thread 2 decreases refcount to zero, blocks on acquiring nvdev->lock. At this

Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> --- nouveau/nouveau.c | 29 ++++++++++++++++++++++++++++- nouveau/private.h | 3 ++- 2 files changed, 30 insertions(+), 2 deletions(-) diff --git a/nouveau/nouveau.c b/nouveau/nouveau.c index ee7893b..72c31cf 100644 --- a/nouveau/nouveau.c +++ b/nouveau/nouveau.c @@ -85,6 +85,12 @@ nouveau_device_wrap(int fd, int close, struct

On 24 February 2015 at 09:01, Maarten Lankhorst <maarten.lankhorst at ubuntu.com> wrote: > Only add wrapped bo's and bo's that have been exported through flink or dma-buf. > This avoids a lock in the common case, and decreases traversal needed for importing > a dma-buf or flink. > > Signed-off-by: Maarten Lankhorst <maarten.lankhorst at ubuntu.com> > --- >

On Wed, Feb 25, 2015 at 8:59 AM, Maarten Lankhorst < maarten.lankhorst at ubuntu.com> wrote: > Op 25-02-15 om 15:11 schreef Emil Velikov: > > On 24 February 2015 at 09:01, Maarten Lankhorst > > <maarten.lankhorst at ubuntu.com> wrote: > >> Only add wrapped bo's and bo's that have been exported through flink or > dma-buf. > >> This avoids a

When nvc0_push_vbo calls nouveau_scratch_done it does not mean scratch buffers can be freed immediately. It means "when hardware advances to this place in the command stream the scratch buffers can be freed". The bug existed for a very long time. Nobody noticed, because "scratch runout" code path is rarely executed. Fixes "Serious Sam 3" on nve7/gk107. ---

I'm running Linux Mint 6 "Felicia" and Wine 1.1.18, and I'm trying to get World of Warcraft Wrath of the Lich King working. I was able to install everything and get it running, but after the intro movie, the mouse cursor is completely invisible. It's still there, as I can mouse over buttons and click them, but I have no idea where the cursor actually is. Every so often,

On Wed, Feb 25, 2015 at 9:07 AM, Maarten Lankhorst < maarten.lankhorst at ubuntu.com> wrote: > Op 25-02-15 om 16:04 schreef Patrick Baggett: > > On Wed, Feb 25, 2015 at 8:59 AM, Maarten Lankhorst < > > maarten.lankhorst at ubuntu.com> wrote: > > > >> Op 25-02-15 om 15:11 schreef Emil Velikov: > >>> On 24 February 2015 at 09:01, Maarten

Hello All, ? Am replicating in R an analysis I did earlier using SAS. See this as a test of whether I'm ready to start using R in my day-to-day work. ? Just finished replicating a Kaplan Meier analysis. Everything seems to work out fine except for one thing. The 95% CI around my estimate for the median is substantially larger in R than in SAS. For example, in SAS I have a median of 3.29 with a

Hello, I've installed HD-Writer (Panasonic's program for editing HD-Movies). During installation I got the following informations: Code: fixme:win:EnumDisplayDevicesW ((null),0,0x32ee90,0x00000000), stub! fixme:win:EnumDisplayDevicesW ((null),0,0x32e848,0x00000000), stub! fixme:d3d:test_pbo_functionality >>>>>>>>>>>>>>>>>

Signed-off-by: Maarten Lankhorst <maarten.lankhorst at ubuntu.com> --- xf86atomic.h | 3 +++ 1 file changed, 3 insertions(+) diff --git a/xf86atomic.h b/xf86atomic.h index 8c4b696..17fb088 100644 --- a/xf86atomic.h +++ b/xf86atomic.h @@ -49,6 +49,7 @@ typedef struct { # define atomic_read(x) ((x)->atomic) # define atomic_set(x, val) ((x)->atomic = (val)) # define atomic_inc(x)

Dear Devs, (I hope this question is not that much OT for this list..) My question is about fast OpenGL context switching, i.e. when there are several processes using the same nvidia card, each one with their own OpenGL context. In my specific case, I am trying to dump 720p video simultaneously to multiple windows using OpenGL textures. So, to begin with, I have a process that spans child

Based on the original patch by Ilia Mirkin. Handle races between nouveau_bo_name_get, nouveau_bo_prime_handle_ref and unreffing. Because DRM_IOCTL_GEM_CLOSE is not refcounted, some special care was needed by holding the lock during some ioctls. Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> Signed-off-by: Maarten Lankhorst <maarten.lankhorst at canonical.com> --- ---

can someone help me with this i have a table cars ( id int model_id int make_id int color_id int description text constraint fk_cars_carmake foreign key(make_id) references carmakes(id), constraint fk_cars_carmodel foreign key(model_id) references carmodels(id), constraint fk_cars_color foreign key(color_id) references colors(id) ) carmakes ( id int carmake varchar ) carmodels ( id

On 24 February 2015 at 09:01, Maarten Lankhorst <maarten.lankhorst at ubuntu.com> wrote: > While I've closed off most races in a previous patch, a small race still existed > where importing then unreffing cound cause an invalid bo. Add a test for this case. > > Racing sequence fixed: > > - thread 1 releases bo, refcount drops to zero, blocks on acquiring nvdev->lock.

On 25-02-15 15:14, Emil Velikov wrote: > On 24 February 2015 at 09:01, Maarten Lankhorst > <maarten.lankhorst at ubuntu.com> wrote: >> While I've closed off most races in a previous patch, a small race still existed >> where importing then unreffing cound cause an invalid bo. Add a test for this case. >> >> Racing sequence fixed: >> >> - thread 1