similar to: Logreturn variance in Heston model

Dear All,   is there a function in R that would help me convert a covariance matrix built based on arithmetic returns to a covariance matrix from log-returns?   As an example of the means and covariance from arithmetic:   mu <-c(0.094,0.006,1.337,1.046,0.263) sigma

Dear All,   thanks to Berend, my question posted yesturday was solved succesfully here: http://r.789695.n4.nabble.com/hep-on-arithmetic-covariance-conversion-to-log-covariance-td4646068.html . I posted the question with the assumption of using the results with rlnorm.rplus() from compositions. Unfortunatelly, I am not getting reasonable enough outcome. Am I applying the results wrongfully? The

Dear R-users I need to calibrate kappa, rho, eta, theta, v0 in the following code, see below. However when I run it, I get: y <- function(kappahat, rhohat, etahat, thetahat, v0hat) {sum(difference(k, t, S0, X, r, implvol, q, kappahat, rhohat, etahat, thetahat, v0hat)^2)} > nlminb(start=list(kappa, rho, eta, theta, v0), objective = y, lower =lb, > upper =ub) Error in dots[[1L]][[1L]] :

Sorry about stupid question but I would liek to get help about Zap channel. We would like to get early media on session in progress from zap channel. But using the standard exten => _X.,1,Dial(Zap/g1/${EXTEN}|60|o) I don't hear any audio until someone pickup the phone. Now I can't now if there is a message from a mobile phone comany on session in progress. please help. regards

Op 16-9-2019 om 11:53 schreef Domenico Pastore via dovecot: > > Hi, > > I have other information. > > I analyzed the core dump: > > (gdb) core 22534 > [New LWP 22534] > Reading symbols from /usr/libexec/dovecot/doveadm-server...Reading > symbols from > /usr/lib/debug/usr/libexec/dovecot/doveadm-server.debug...done. > done. > [Thread debugging using

Hi Stephan, thanks for your replay. This is bt full output: (gdb) bt full #0 clear (this=0x0) at /usr/src/debug/clucene-core-2.3.3.4/src/core/CLucene/util/VoidMap.h:123 No locals. #1 lucene::search::FieldSortedHitQueue::_shutdown () at /usr/src/debug/clucene-core-2.3.3.4/src/core/CLucene/search/FieldSortedHitQueue.cpp:60 No locals. #2 0x00007f7dc5eabe96 in _lucene_shutdown () at

Hi all i have two data sets, spot and futures cash market prices. to estimate the minimum variance hedge ratio, i first had a glance on the correlation coefficient of relative price change (ln(St / St-1). surprizingly the value is just 0.2 compared to actual price correlation of 0.9. (i did regress the spot change on future change, co-effi is 0.3, and R2 is only 0.025 a) in such scenario can

use samba for the domain at work, when windows reload the profile from the server are downloaded files like this: Prf1 **. tmp: zone.Identifier: $ DATA seen from linux PON4AS ~ 9 seen from windows Files that are dirty, the desktop and the My Documents folder Know Somebody depends on what and how? regards Bronzetti Maurizio Iride Service srl Via A. Novella, 15 47811 Viserba di Rimini Tel.

Hi, I have other information. I analyzed the core dump: (gdb) core 22534 [New LWP 22534] Reading symbols from /usr/libexec/dovecot/doveadm-server...Reading symbols from /usr/lib/debug/usr/libexec/dovecot/doveadm-server.debug...done. done. [Thread debugging using libthread_db enabled] Using host libthread_db library "/lib64/libthread_db.so.1". Core was generated by

My wife just got laid off - the recession has hit her law firm hard. This means my priorities have shifted to either finding more paying work myself or helping her find another job. This means the timeframe for a finished repo conversion just got more uncertain, as I may not be able to work steadily on it for a while. -- <a href="http://www.catb.org/~esr/">Eric S.

Dear, I've installed the following R version on HP compaq 6710 b under Fedora 8: > version _ platform i386-redhat-linux-gnu arch i386 os linux-gnu system i386, linux-gnu status major 2 minor 6.2 year 2008 month 02 day 08 svn rev 44383 language R version.string R version 2.6.2 (2008-02-08) When I try to install some R packages I receive the following message: [root at localhost

Dear R-Devel list members I'm facing as problem already known and linked to the use of getGraphicsEvent(prompt = "Waiting for input", ???????????????? onMouseDown = NULL, onMouseMove = NULL, ???????????????? onMouseUp = NULL, onKeybd = NULL, ???????????????? onIdle = NULL, ???????????????? consolePrompt = prompt) setGraphicsEventHandlers(which = dev.cur(), ...)

we are trying to use asterisk for converting SIP to H.323 calls. asterisk (0.9.1) runs on the same linux (Redhat 8) box of our gatekeeper (gnugk version 2.0.8). the calls are going out through a cisco gateway. when I make a call from a SIP phone to a PSTN number reachable through the cisco gateway: asterisk diaplays Aug 5 23:24:26 WARNING[1255648560]: chan_oh323.c:2898

Dear R-users I am trying to "vectorize" a function so that it can handle two vectors of inputs. I want the function to use phi (a function), k[1] and t[1] for the first price, and so on for the second, third and fourth price. I tried to do the mapply, but I dont know how to specify to R what input I want to be vectors (k and t)(see in the bottom what I tried). I have read the help file,

Hi, thanks for your answer. I confirm, mitigate this issue is very very easy. There are other issues with high severity for example CVE-2019-17558. Description: Apache Solr 5.0.0 to Apache Solr 8.3.1 are vulnerable to a Remote Code Execution through the VelocityResponseWriter I think for this issue there is only a solution, upgrade Solr to 8.4. It's Correct? So, with Dovecot is it possible

On Samba 4.3.11 Server (Ubuntu 14.04 and 16.04) : find this issues on negoziation on windows 10 clients: 26283 nobody nogroup 192.168.2.170 (ipv4:192.168.2.170:50114) Unknown (0x0311) 26283 nobody nogroup 192.168.2.170 (ipv4:192.168.2.170:50114) Unknown (0x0311) 26283 nobody nogroup 192.168.2.170 (ipv4:192.168.2.170:50114) Unknown (0x0311) 26283

Hi, do you have the same problem with lucene? I collected a strace on the dovecot process during indexing: [pid 31339] execve("/usr/libexec/dovecot/doveadm-server", ["dovecot-devel01/doveadm-server"], [/* 18 vars */] <unfinished ...> [pid 30711] --- SIGCHLD {si_signo=SIGCHLD, si_code=CLD_KILLED, si_pid=30932, si_uid=0, si_status=SIGSEGV, si_utime=3, si_stime=1} ---

I would like to know how R computes the probability of an event in a logistic model (P(y=1)) from the score s, linear combination of x and beta. I noticed that there are differences (small, less than e-16) between the fitting values automatically computed in the glm procedure by R, and the values "manually" computed by me applying the reverse formula p=e^s/(1+e^s); moreover I noticed

Goodmorning, I'm looking for a package that can help me to calculate the most probable number for a series of diluition. Can you help me? That you Riccardo Rasera --------------------------------------------------------------------------------------- Dott.Agr.Rasera Riccardo Dipartimento Territorio e Sistemi Agro-Forestali Sezione Patologia Vegetale Agripolis - Viale dell'Universit?, 16

Hi, I obtain continuosly segmentation fault of processes pop3 and imap, with version 2.2.10. This is the error for the pop3 process (but for imap is is the same): 2014-02-10 11:06:22 pop3(xxxxxxx at yyyyyyyy.zz): Fatal: master: service(pop3): child 23804 killed with signal 11 (core dumped) This is the kernel log: Feb 10 11:06:22 pecpop5 kernel: pop3[23804]: segfault at 7fa42a3f4070 ip