Displaying 20 results from an estimated 70000 matches similar to: "Joint a Samba DC AD to a Windows 2019 DC AD"
2023 Apr 04
1
logon script
But initially I try a full path and nothing: This is just a new created
for testing: samba-tool user create 'John' '1234'
--userou='OU=Trabajadores,OU=Usuarios' --surname='Doe'
--given-name='John' --initials='JD' --job-title='Network
Administrator' --department='IT' --company='EPAPR'
--description='IT
2023 Apr 04
1
logon script
This is just a new created for testing: samba-tool user create 'John'
'1234' --userou='OU=Trabajadores,OU=Usuarios' --surname='Doe'
--given-name='John' --initials='JD' --job-title='Network
Administrator' --department='IT' --company='EPAPR'
--description='IT Technical Support Account'
CFP ICETE 2019 - 16th Int.l Joint Conf. on e-Business and Telecommunications (Prague/Czech Republic)
2018 Dec 27
0
CFP ICETE 2019 - 16th Int.l Joint Conf. on e-Business and Telecommunications (Prague/Czech Republic)
SUBMISSION DEADLINE
16th International Joint Conference on e-Business and Telecommunications
Submission Deadline: February 28, 2019
http://www.icete.org/
July 26 - 28, 2019
Prague, Czech Republic.
In Cooperation with: Photonics21 and EOS.
Proceedings will be submitted for indexation by: DBLP, Thomson Reuters, EI, SCOPUS, Semantic Scholar and Google Scholar.
2006 Aug 09
1
Joint confidence intervals for GLS models?
Dear All,
I would like to be able to estimate confidence intervals for a linear
combination of coefficients for a GLS model. I am familiar with John
Foxton's helpful paper on Time Series Regression and Generalised Least
Squares (GLS) and have learnt a bit about the gls function.
I have downloaded the gmodels package so I can use the estimable
function. The estimable function is very
2012 Jan 09
2
Joint confidence interval for fractional polynomial terms
Dear R users,
The package 'mfp' that fits fractional polynomial terms to predictors.
Example:
data(GBSG)
f <- mfp(Surv(rfst, cens) ~ fp(age, df = 4, select = 0.05)
+ fp(prm, df = 4, select = 0.05), family = cox, data = GBSG)
print(f)
To describe the association between the original predictor, eg. age and
risk for different values of age I can plot it the polynomials
2008 Feb 20
0
New Package 'JM' for the Joint Modelling of Longitudinal and Survival Data
Dear R-users,
I'd like to announce the release of the new package JM (JM_0.1-0
available from CRAN) for the joint modelling of longitudinal and
time-to-event data.
The package has a single model-fitting function called jointModel(),
which accepts as main arguments a linear mixed effects object fit
returned by function lme() of package nlme, and a survival object fit
returned by either
2008 Feb 20
0
New Package 'JM' for the Joint Modelling of Longitudinal and Survival Data
Dear R-users,
I'd like to announce the release of the new package JM (JM_0.1-0
available from CRAN) for the joint modelling of longitudinal and
time-to-event data.
The package has a single model-fitting function called jointModel(),
which accepts as main arguments a linear mixed effects object fit
returned by function lme() of package nlme, and a survival object fit
returned by either
2009 Jun 08
0
SMACOF joint configuration plot with bread data? (Michael Kubovy)
Hi Michael,
with res.uc$conf you'll get the single configurations for each rater.
You can use these to produce the plot you want to have.
Best,
Patrick
r-help-request at r-project.org wrote:
> Send R-help mailing list submissions to
> r-help at r-project.org
>
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>
2013 Mar 06
0
how to construct bivariate joint cumulative pdf from bivariate joint pdf
Hello,
I am using sm.density() to find the bivariate joint PDFof events:
For eg,
x<-cbind(rnorm(30),rnorm(30))
den<-sm.density(x)
Then I get the joint pdf from den$estimate in order to constructthe
joint cumulative PDF.
However, summing up all the values from den$estimateisnot equal to
1(have multipliedby the grid size).
Anyone could help?
Thanks.
mc
[[alternative HTML version
2001 Jun 14
2
Vorbis and Joint Stereo.
Hi,
I've just read this on Vorbis Xtreme site:
"11. YOU SAY THAT OGG VORBIS IS PATENT-FREE, BUT I SAW A PATENT NAMED
'JOINT-STEREO' ON FRAUNHOFER'S PATENT LIST? SO OGG VORBIS ACTUALLY ISN'T
PATENT-FREE SINCE IT ALSO USES JOINT-STEREO?
No. You can't judge on a patent just by looking at its name - what's
'inside' is what matters. So if the name of the
2009 Dec 02
2
Joint density kde2d works improperly?
Dear all,
Please, look at the following code:
attach(geyser)
f1 <- kde2d(duration, waiting, n = 5)
a <- 0
for (i in 1:5){
for (j in 1:5){
a <- a + f1$z[i,j]
}
}
As far as I understood from Help kde2d returns matrix elements of which are
values of joint probability mass function Pr(X=x,Y=y) therefore, sum of its
elements should sum to 1.
Which is not the case from my check.
Where is
2011 Jan 31
2
p value for joint probability
Dear all,
Given
rr<-data.frame(r1<-rnorm(1000,10,5),r2<-rnorm(1000,220,5))
How can I add a column (rr$p) for the joint probability of each r1 & r2 pair?
I know how to add the column.. I just dont know how to compute the p value for joint probabilities given the two samples.
//M
2013 Jan 25
2
joint probability distribution
Dear R family,
I want to calculate the joint probability (distribution) of two random continuous variables X and Y.
Could to please tell me how to do it?Thanks in advance..
elisa
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2009 Nov 11
1
p-value calculation on a joint distribution
Dear R users,
For a uni-variable distribution represented in a numerical vector,
we can obtain a distribution function using 'ecdf', and then calculate
corresponding p-values. But if I have a 2-column dataframe representing
a bi-variable joint distribution, given a pair of values, how can I get
the p-value? And how can I plot out the density of the joint distribution?
Best
2007 Nov 26
2
2d Joint Density Plot
Hi all,
I'm fairly new to R, so I'm still trying to feel out what is available to
me. I would like to be able to plot joint density in a two dimensional plot
where density is indicated by color or darkness gradients, like a 2d color
coded topographic map. Ideally, the output would be something I could then
plot other points or lines on.
Currently, I'm calculating joint density with
2005 Apr 17
1
nls segmented model with unknown joint points
Hello,
I am interested in fitting a segmented model with unknown joint points
in nls and perhaps eventually in nlme. I can fit this model in sas (see
below, joint points to be estimated are a41 and a41), but am unsure how
to specify this in the nlm function. I would really appreciate any
suggestions or example code. Thanks a lot. -andy
proc nlin data=Stems.Trees;
params b41=-3 b42=1.5
2009 May 11
1
Plot bivariate joint pdf
For a homework question.
I was wondering if rcmdr has a function to plot a graph of a bivariate
function of X and Y.
I have a function with joint pdf
fX,Y(x,y) = x+y for 0<x<1 , 0<y<1
I've tried
> x <- seq(0,1,.001)
> y <- seq(0,1,.001)
> r = x+y
> plot(r)
but it seems to just add them together say .2+.2 .3+.3 not other
possibilities like
.9 + .1
Thanks
2004 Oct 03
3
Making a 'joint distribution'?
Suppose I make two discrete variables --
> D <- data.frame(f1=sample(1:5,100,replace=T), f2=sample(1:5,100,replace=T))
I know I can do:
> table(D$f1, D$f2)
0 1 2 3 4
0 5 5 5 5 4
1 4 2 6 7 3
2 5 3 5 3 6
3 3 1 3 1 2
4 6 4 3 3 6
> table(D$f1)
0 1 2 3 4
24 22 22 10 22
> table(D$f2)
0 1 2 3 4
23 15 22 19 21
which is all great. But how do I produce the
2011 Jan 25
1
subsetting based on joint values of critera
Dear colleagues, I have a dataset that looks as below.
I would like to make a new dataset that excludes the cases which are joint conjunctions of particular state names and years, so Connecticut and 2010, Maryland and 2010 and Vermont and 2010.
I'm trying the following subset code:
newdata<- subset(bpa, (!State=="Connecticut" & year<"2010"))
It appears that
2013 Apr 03
3
Generating a bivariate joint t distribution in R
Hi,
I conduct a panel data estimation and obtain estimators for two of the
coefficients beta1 and beta2. R tells me the mean and covariance of the
distribution of (beta1, beta2). Now I would like to find the distribution
of the quotient beta1/beta2, and one way to do it is to simulate via the
joint distribution (beta1, beta2), where both beta1 and beta2 follow t
distribution.
How could we