similar to: Help about time series

I have a namespace like this: namespace { type = private separator = / prefix = location = maildir:/var/ferrari/users/%d/%n:INDEX=/var/ferrari/indexes/3/4/%u:CONTROL=/var/ferrari/indexes/3/4/%u inbox = no list = yes subscriptions = yes } Where do I store "dovecot-acl" as the default ACL ? /Per Jessen, Z?rich

Dear R users, I would like to draw map and import it in maptools/spatstat packages. The 'raw data' I have come from a web page (<map>...</map>) and are basically a list of coordinates of a polygon. I would like to know how to import them in R; I checked the maptools packages, but all the examples use existing .dbf files. I just have a (serie of) text file(s) looking like

Hi, I have following 2 tables: Table 1: POSTAL | VALUE 1000|49 1010|100 1020|50 Table 2: INSEE | POSTAL A|1000 B|1000 C|1010 D|1020 I would like to convert this to the following: INSEE | VALUE_SPREAD A|24.5 B|24.5 C|100 D|50 I can achieve this with a nested SQL query (through counting the number of POSTAL that belong to any given INSEE, and diving the value of the postal in that INSEE by

Hi R-Masters I need use a sequential approach in serie of cases, but may data is not normal. If data is normal distribution is very easy create analysis using likelihood ratio like of Wald test. But in my case I need use a non-parametric test (Mann-Whitney). I was use: RSiteSearch("sequential rank test") but not solve my problem. Do you know routine or package implement

Hi list anyone having success with a working installation of NUT on Ubuntu Dapper from universe repository? I installed it via apt but it doesn't seem to work.../etc/nut is empty, I copied a working configuration from another machine (a Gentoo box) but when I try to start the ups-monitor or nut service, it simply dies silently. I'm using the snmp driver and, as said, other

Hello, i have a problem with the process_limit configuration. Occasionally, it happens that the dovecot.log shows this line: master: Warning: service(imap): process_limit reached, client connections are being dropped So I checked, the process number, with the command: ps auxwww | grep imap | grep -v login | wc -l and it shows 1024. Then, i edited the file /etc/dovecot/conf.d/10-master.conf and

Hello, I need to call R from a java(swing) application. I manage to do it with something like : Process p = Runtime.getRuntime().exec("R --slave") OutputStreanWriter o = new OutputStreamWriter(p.getOutputStream()) o.wrote("...") ... etc but at the end no .Rdata file has been created and there are some data I don't want to reload each time (for time execution reasons).

Hello, I'm trying to enable hardlinks for messages sent to mutiple users. (I need this because I have mailing lists with 5000 users used many times a day). I've read that, to do this, I have to write a script that uses the /usr/local/libexec/dovecot/deliver command in this way: deliver -p <FILE> -d <USER1> -d <USER2> Of course, I enabled the "socket listen"

Hi, you can address to a single ts in a multivariate ts object by namets[,index]. See this example: > dati X Y 1 100 200 2 150 210 3 180 220 4 200 230 5 220 250 > serie<-ts(dati,start=1999) > serie Time Series: Start = 1999 End = 2003 Frequency = 1 X Y 1999 100 200 2000 150 210 2001 180 220 2002 200 230 2003 220 250 > serie[,1] ## first ts Time Series: Start =

Hello, Is there a reason for the following behaviour? > mean(c("1","2","3")) [1] NA Warning message: In mean.default(c("1", "2", "3")) : l'argument n'est ni num?rique, ni logique : renvoi de NA But: > var(c("1","2","3")) [1] 1 And also: >

Hello, I apologize for this question that may has been asked a lot of times but I could not go through it. I create a multivariate time series containing NA values. I want to compute a linear regression and obtain a time serie for both residuals and fitted values. I have tried the trick ts.intersect, without success. Could you help me out of this? #### Example: y<-ts(1:10+rnorm(10))

Hi, I'm dealing with time series with 1 observaton for day (data sampled daily). I will create a ts object using that time series and the function ts(). In ts() help is written: The value of argument 'frequency' is used when the series is sampled an integral number of times in each unit time interval. For example, one could use a value of '7' for 'frequency' when

Hello, I'm a french student working on a project concerning cDNA microarray. I've chosen to work with R and use the marrayClasses, marrayInput (...) packages. First, when I enter "library(marrayInput)", R warns me about a missing package called "utils" but I can't find it anywhere. Normally this package is installed when you install "base" package.

Where can I find precompiled NUT packages for CentOS 4.2/asterisk@home? I cannot find them in the default repos or anywhere in Google...I have near 0 experience with this distro and I really don't know where to start... Thanks in advance -- Davide Ferrari System Administrator http://www.atrapalo.com

Hi, I am using R 1.8.1 on WinXP. I encounter a problem when trying to compute a Spearman correlation under certain conditions (at least I think there is a problem, but maybe this is the normal behavior). > X<-array(0,c(20,2)) > > X[,1]<-c(runif(10),rep(NA,10)) > X[,2]<-c(runif(10),rep(NA,10)) > > Y<-X[1:10,] > >

Hello, I have a big performance problem with a mail server using dovecot and authenticating users via ldap. The architecture of the machine is a local ldap and mysql server, they are used by dovecot for authenticating the mail users. If i use pam_sss the mail server has about 1/8 - 1/10 the performances it has if i use the pam_ldap. Even doing a 'time ls -l' on the mail tree (there are

Hi R masters, In my work I analyse a time serie of number of birth in State of Rio de Janeiro. After study de ACF e p ACF I conclude the model is: Non seasonal ar(1) In 7 days lag 7 days seasonal ma(1) In 364 days lag 364 days seasonal ma(1) If the time serie was Non seasonal ar(1) with one seasonal ma(1) is simple using command arima for fit a time serie, but I don't know HOW TO fit a

hello, i cant find a solution on this (might be) easy problem: i have a time serie by carlandar weeks, so for every carlendar week i have a value. now i would like to use the functions for time series, so i change structur to a time serie with cam <- ts(number,start=c(2001,1),deltat=7/365) or cam <- ts(number,start=c(2001,1),frequency=52) the problem on it is, that 2004 had 53 calendar

Hi R specialists, The na.omit.ts() method fails when the time series contains internal NA's. How can these automatically be removed? > spectrum(ts.mNDII, na.action=na.omit) Error in na.omit.ts(as.ts(x)) : time series contains internal NAs How can the na.action be activated correctly? > acf(ts.Lin, type=c("correlation"), na.action=na.omit) Error in na.omit.ts(as.ts(x)) :

Le 24/09/2017 ? 03:22, Scott Robbins a ?crit?: > I've done this a few times. I used acertoneiso and/or poweris. > > At the time I wrote something on it, I was running CentOS-6x which didn't > work acertone. But I can't guarantee you won't get coasters. > > The notes are at http://srobb.net/dvds.html/#OSX I was a bit angered by the OS X lock-in, so I decided