similar to: CentOS - Firefox and Flash

Displaying 20 results from an estimated 3000 matches similar to: "CentOS - Firefox and Flash"

2015 Jan 23
1
CentOS - Firefox and Flash
On Thu, January 22, 2015 12:27, Frank Cox wrote: > On Thu, Jan 22, 2015 at 09:36:24AM -0500, James B. Byrne wrote: >> If one has already done all that and, following the most recent FF update, all that is displayed is a video window with the Flash >> logo/Button in the middle. And regardless of how many times one clicks on said button no video will show or sound will emit, what
2015 Jan 21
1
CentOS - Firefox and Flash
So, how does one enable flash video and audio in Firefox-31.4.0esr? -- *** E-Mail is NOT a SECURE channel *** James B. Byrne mailto:ByrneJB at Harte-Lyne.ca Harte & Lyne Limited http://www.harte-lyne.ca 9 Brockley Drive vox: +1 905 561 1241 Hamilton, Ontario fax: +1 905 561 0757 Canada L8E 3C3
1997 Jan 27
2
SECURITY: passwd problem (second edition)
[Mod: Other lists removed from the headers. The patch looks okay but I did not really checked it line by line -- alex] Last night I sent to redhat-list a letter with a patch. After sleeping a little I found that my patch is not enough correct. Now I post the new patch and description of the problem. In redhat distribution passwd program uses PAM, namely, pam_unix_passwd.so. This module use
1997 May 11
2
R-alpha: Logarithmic scales
Here are another three problems with logarithmic scales: 1) segments() does not work with logarithmic scales. I suggest to change lines 962-973 in "plot.c": for (i = 0; i < n; i++) { if (FINITE(xt(x0[i%nx0])) && FINITE(yt(y0[i%ny0])) && FINITE(xt(x1[i%nx1])) && FINITE(yt(y1[i%ny1]))) { GP->col = INTEGER(col)[i % ncol];
2000 Dec 07
0
Mode of ~/.ssh (Darwin bug #2575103)
OpenSSH's ssh-keygen sets the mode of ~/.ssh to 700, unlike "Classic" ssh, which set it to 755. I've noticed a couple of problems: If your home directory is on an NFS server which maps user root from clients to nobody (typical "safe" setup), sshd, which runs as root, will find itself without the ability to read that user's .ssh/authorized_keys file. This can be
1997 Jun 23
0
R-alpha: various graphics Q.
"contour" can't return a list of contours (it would be nice) "arrows" has different options from S-PLUS (no "open" or "rel" options, no "lwd" parameter or graphics parameter pass-through; "size" in S corresponds to "length" in R). [I know we needn't follow S-PLUS syntax slavishly, but it would be nice at least to
2001 Feb 15
1
cointegrating regression
Hi all, Can I run a cointegrating regression, for example delta Xt=a1(Yt-1-cXt-1)+E1t and delta Yt=-b1(Yt-1-cXt-1)+E2t with R were Xt and Yt are non stationary time series at t a,b,c are parameters and E1t and E2t are error terms at t. Yt-Xt is stationary Any suggestions are welcome. Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing
2010 Dec 08
2
VARMA
Hi all, I want to estimate parameters from a VARMA(p,q)-Modell. The equations of the model or the model structures is given by: Xt=beta1+beta2*Xt-1+beta3*Yt-1+epsilon1 Yt=beta4+beta5*Yt-1+espilon2 epsilon1 and espilon2 are white noise. Xt is given by a vector of n elements e.g. (2, 4, 7, 9, …,n)’ and Yt is given by a vector of n elements e.g. (4,9,12,17,…,n)’. The lineVar from
2009 Jun 09
0
libogg++ release 1.1.0
On Tue, Jun 9, 2009 at 9:23 AM, ter<et at ihear.com> wrote: > On Tue, 2009-06-09 at 00:12 +1000, Silvia Pfeiffer wrote: >> On Sat, Jun 6, 2009 at 6:23 AM, ter<et at ihear.com> wrote: >> >> If you are creating multitrack Ogg files, they should contain a >> >> skeleton track to identify the different contained tracks. >> >>
2008 Jun 20
2
Problems with basic loop
I'm having trouble creating a looping variable and i can't see wher ethe problem arises from any hep gratfully appreciated First create a table x<-table(SURVEY$n_0,exposed) > x exposed False True Under 16 24 1 16-19 68 9 20-24 190 37 25-34 555 204 35-44 330 87 45-54 198 65 55-64 67 35 65+
2000 Oct 19
0
legend -- one more try
Dermot MacSweeney pointed out to me that after my "fix" of legend(), points were no longer coming out placed in the middle of the lines, but at the right-hand edge. It turns out that naively swapping the order of point-drawing and line-drawing also messes up the bookkeeping that legend() does on the current x-location. Here's my patch, which fixes that bookkeeping (and incidentally
2001 Jan 15
0
legend() patch never seems to have made it in
Perhaps I should have submitted this as a bug so that it would be officially tracked. It's not a big deal, but here it is again (I can't remember which version this patch is against, but I don't think legend() has changed since then ...) Basically, the problem is that if you want to have "opaque" points that overlay lines (rather than using type="b" and having
2002 Sep 25
0
Complex demodulation - Purely a time series question
Hi, this is purely a time series question if anyone has a hint. I'm trying to complex demodulate a series at different frequencies. Say at $\lambda$ = 1/100, 1/41 and 1/23. (These correspond to various astronomical forcing frequencies of ice ages, incidentally). Now, following say Hasan (1982, Hand. of Stats) or Brillinger (1987, Fitting Cosines), I do the following: 1. from y, form the
2011 Dec 17
0
time-varying parameters kalman filter estimation problem using FKF package
Dear R users, I am trying to carry out MLE of the time-varying CAPM using the FKF package. My approach so far has been to try and adapt the example given in the help file found using ?fkf which demonstrates the MLE of an ARMA(2,1) model. When I attempt to run my R code (given below) I get the following error: Error in fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, : Some of
2017 Aug 02
2
Fedora bugs and EOL [was Re: CentOS users: please try and provide feedback on Fedora] Boltron
On Wed, Aug 02, 2017 at 02:04:54PM +0200, hw wrote: > Just wait and see how he will like the feedback he?s getting here ... Trolling aside (fascist? really?), I've gotten valuable feedback from several people which I really appreciate. I intend to continue to engage with the CentOS community, because when we work on big changes in Fedora which may come to our downstream distributions,
2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
Dear R users, When running the program below I receive the following error message: fit <- optim(parm, objective, yt = tyield, hessian = TRUE) Error in as.vector(data) : no method for coercing this S4 class to a vector I can't figure out what the problem is exactly. I imagine that it has something to do with "tyield" being a matrix. Any help on explaining what's going on
2009 Jun 08
0
libogg++ release 1.1.0
On Sat, Jun 6, 2009 at 6:23 AM, ter<et at ihear.com> wrote: > (Sorry, Sylvia, about the duplicate, hit the wrong reply button.) > On Fri, 2009-06-05 at 08:07 +1000, Silvia Pfeiffer wrote: >> Hi Elaine, >> >> I flipped through some of the code but wasn't really about to >> determine this: Do you also support Skeleton in libogg++ ? > Hi, Silvia. I studied
2007 Apr 19
0
box priece Q statistic
when we applied box priece Q statistic in stat library how does it work? suppose we have series Yt then either it apply on residuals obtained by regressing yt on Yt-1 .or apply direct on the series Yt --------------------------------- [[alternative HTML version deleted]]
2006 Feb 23
0
calculation problem
Dear R users, I hope this mailing list be the right place for my question. Usaully performance criterion of curve fitting like as Directinal Symmetry (DS) and Mean Absolute Percentage Error (MAPE) are correctly used with absolute time series which includes only positive values. But how it is possible to use DS and MAPE with other time series like as return series (for example return of a
2011 Nov 12
1
State space model
Hi, I'm trying to estimate the parameters of a state space model of the following form measurement eq: z_t = a + b*y_t + eps_t transition eq y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}. The problem is that the distribution of the innovations of the transition equation depend on the previous value of the state variable. To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal