similar to: [LLVMdev] RegisterClass constraints in TableGen

Hi Quentin, Am 03.11.2014 um 23:30 schrieb Quentin Colombet <qcolombet at apple.com>: >> Continuing at 4309 >> Match failed at index 4310 >> Continuing at 4322 >> Morphed node: 0x7fef2a033610: i32 = MVrr 0x7fef2a033610 [ORD=21] >> >> >> Does the add operation become a MOVE instruction, or is this a chain of rules? > > Yes, your add becomes

Hi Quentin, >> Yes, the dags in view-isel-dags and view-legalize-types-dags are correct (the add operations are here and are their results are used) and the dags are the same. > > And what about view-sched-dags? The DAG looks like I described below (*) > This one should give you what has been selected. So if this is not correct, you have indeed a problem in the selection

Hello, I''m having problems compiling Ruby 1.8.5 on a 64-bit Intel machine running Solaris 10 U3. I''m using Sun Studio 12 for building an optimized package for our company. We''re not interested in coolstack (from Sun used with GCC). Any help below would be appreciated: root@host # uname -an SunOS host 5.10 Generic_125101-08 i86pc i386 i86pc Solaris root@host # isainfo

configure fails with : configure: error: Unsupported off_t type I am not too sure what off_t is needed but this is a pretty standard thing. My configure line : ./configure --build=i386-pc-solaris2.10 --host=i386-pc-solaris2.10 --prefix=/opt/csw --with-zlib --with-ssl=openssl --with-storages=mbox,maildir --with-libiconv-prefix=/opt/csw Yes, the openssl libs are in /opt/csw/lib Not sure what

http://dovecot.org/releases/2.0/dovecot-2.0.0.tar.gz http://dovecot.org/releases/2.0/dovecot-2.0.0.tar.gz.sig As promised last Friday, here's the v2.0.0 release finally. I'm cautiously optimistic that v2.0.1 won't (have to) be released for a few weeks, since there was quite a lot of testing and fixing going on in the RC stage. Remember to read http://wiki2.dovecot.org/Upgrading/2.0

http://dovecot.org/releases/2.0/dovecot-2.0.0.tar.gz http://dovecot.org/releases/2.0/dovecot-2.0.0.tar.gz.sig As promised last Friday, here's the v2.0.0 release finally. I'm cautiously optimistic that v2.0.1 won't (have to) be released for a few weeks, since there was quite a lot of testing and fixing going on in the RC stage. Remember to read http://wiki2.dovecot.org/Upgrading/2.0

Hi I'm returning to my MC6809 back-end from a health-related hiatus. The assembler is tantalisingly close, but I've got some parsing and matching problems. The register set; these overlap in annoying ways, for instance, two instructions TFR and EXG each have a single opcode, and the post-byte specifies which registers are to be involved, but the registers can be 8- or 16-bit, and 2 of

Hi, I am trying to understand exactly what xreg does in arima. The documentation for xreg says:"xreg Optionally, a vector or matrix of external regressors, which must have the same number of rows as x." What does this mean with regard to the action of xreg in arima? Apparently somehow xreg made the following two arima fit equivalent in R: arima(x, order=c(1,1,1), xreg=1:length(x)) is

Dear R-help-archive.. I am trying to figure out how to make arima prediction when I have a process involving multivariate time series input, and one output time series (output is to be predicted) .. (thus strictly speaking its an ARMAX process). I know that the arima function of R was not designed to handle multivariate analysis (there is dse but it doesnt handle arma multivariate analysis, only

As I am reading ?arima, only NA entries in the argument fixed= imports. The following seems to indicate otherwise: x <- arima.sim(model=list(ar=0.8), n=100) + (1:100)/50 > t <- 1:100 > mod1 <- lm(x ~ t) > > init1 <- c(0, coef(mod1)[2]) > fixed1 <- c(as.numeric(NA), 0) > > arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init1, fixed=fixed1)

When I run predict.Arima in my code, I get warnings like: Warning message: In cbind(intercept = rep(1, n), xreg) : number of rows of result is not a multiple of vector length (arg 1) I think this is because I'm not running predict.Arima in the same environment that I did the fit, so the data object used in the fit is no longer present. Looking at the predict.Arima source,

Is it possible to fit a lagged regression, "y[t]=b0+b1*x[t-1]+e", using the function "lag"? If so, how? If not, of what use is the function "lag"? I get the same answer from y~x as y~lag(x), whether using lm or arima. I found it using y~c(NA, x[-length(x)])). Consider the following: > set.seed(1) > x <- rep(c(rep(0, 4), 9), len=9) > y <-

I am using arima to develop a time series regression model, I am using arima b/c I have autocorrelated errors. Several of my independent variables are categorical and I have coded them as factors . When I run ARIMA I don't get any warning or error message, but I do not seem to get estimates for all the levels of the factor. Can/how does ARIMA handle factors in xreg? here is some example

Hello I want to fit an AR model were two of the coefficients are fixed to zero (the second and third ar-coefficients). I used the "arima" function with the "fixed" argument but the ar3 coefficient is not set to zero: ============================================== > arima(Y, order=c(4,0,0), xreg=1:23, fixed=c(NA,0,0,NA,NA,NA)) Call: arima(x = Y, order = c(4, 0, 0), xreg =

Hello, Does anybody know if the function arima with an external regressor (xreg) applies the auto correlation on the dependant variable or on the residuals. In comparison with SAS (proc autoreg), it seems that the auto correlation applies on the residuals but i'd like to have the confirmation. I want to estimate: Y[t] = a[1]*X[t] + a[2] + E[t] with E[t]=b[1]*E[t-1] Should I use : arima(Y,

Hello, Does anyone know how the parameter estimates are calculated for xreg variables when called as part of an arima() command, or know of any literature that provides this info? In particular, I was wondering if there is a quick way to compare different combinations of "xreg" variables in the arima() fit in the same way that you would in multiple regression (using AIC & R^2

https://bugs.freedesktop.org/show_bug.cgi?id=93004 Bug ID: 93004 Summary: Guild Wars 2 crash on nouveau DX11 cards Product: Mesa Version: git Hardware: Other OS: All Status: NEW Severity: normal Priority: medium Component: Drivers/DRI/nouveau Assignee: nouveau at

On 21 May 2015, at 12:49 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: >>>>>> peter dalgaard <pdalgd at gmail.com> >>>>>> on Thu, 21 May 2015 11:03:05 +0200 writes: > >> On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: > >>>> >>>> I noticed that

lag is a very confusing function i try to plot lag(x,-h) and y , the results are the same figures for all the h lags. then i saw online people use lag(x,-h) as xreg in arima that won't work in my eyes if lag function is consistent, isnce it returns the same value for all the lags i don't know in which occasion people will use this function besides I suppose Lag(x,h) is the same as

i am using sarima() function as below ___________________________________________________________________________________________ sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){ n=length(data) constant=1:n xmean=matrix(1,n,1) if (d>0 & D>0) fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), period=S),