similar to: KalmanXXXX and deJong-Penzer statistic?

When doing ?Nile, the url for the data source is dead. It says http://www.= ssfpack.com/dkbook/ but this has changed to=20 http://www.ssfpack.com/DKbook.html Version: platform =3D i386-redhat-linux-gnu arch =3D i386 os =3D linux-gnu system =3D i386, linux-gnu status =3D major =3D 2 minor =3D 10.0 year =3D 2009 month =3D 10 day =3D 26 svn rev =3D 50208 language =3D R version.string

Could someone add this autogen.sh script to the toplevel of openssh_cvs? Many projects include an autogen.sh script so that folks need not remember what auto commands need to get run and in what order. % cat autogen.sh #!/bin/sh # Run this program (./autogen.sh) after changing any of # the files that are used to automatically generate # other files. #aclocal autoheader autoconf #automake

https://bugzilla.netfilter.org/show_bug.cgi?id=1475 Bug ID: 1475 Summary: Array of addresses wrongly processed Product: nftables Version: unspecified Hardware: x86_64 OS: All Status: NEW Severity: major Priority: P5 Component: nft Assignee: pablo at netfilter.org

Hi all. I got sick of getting a lame error message when I typed the wrong thing in for a -p argument, so I wrote up this patch. Bad: % ssh -p L4501 localhost Secure connection to localhost refused. Good: ./ssh -p L4501 localhost Bad port specification 'L4501'. Mo DeJong Red Hat Inc Index: ssh.c =================================================================== RCS file:

>From the help document on KalmanLike, KalmanRun, etc., I see the linear Gaussian state space model is a <- T a + R e y = Z' a + eta following the book of Durbin and Koopman. In practice, it is useful to run Kalman filtering/smoothing/forecasting with exogenous factor: a <- T a + L b + R e y = Z' a + M b + eta where b is some known vector (a function of time). Some other

Hello. I just tried to download and build the 2.3.0.p1 (portable) release with Cygwin on an NT box. It fails to build because of the use of a perl script. Cygwin does not have Perl installed by default and to be honest it seems like a bit of a stretch to require perl to be able to build shh, that just makes it harder to build. I poked around and it seems like these files depend on perl:

This is from the current CVS: % make ... In file included from config.h:629, from /home/mo/project/openssh_cvs/includes.h:20, from /home/mo/project/openssh_cvs/scp.c:77: /home/mo/project/openssh_cvs/defines.h:208: warning: redefinition of `clock_t' /usr/include/time.h:60: warning: `clock_t' previously declared here gcc -o scp scp.o -L.

Hi? I have setup a samba 4 DC with mixed client environment. My problem is that the mac osx client are unable to write to a samba 4 share. I tested mac osx clients on a normal windows 7 share and it works fine I tested mac osx clients on a samba 3.5 .. share and everything works fine. As i am in a professional environment and all the windows clients are already binded to the samba 4 domain i

Martin Maechler writes: > There may be one small problem: IIUC, the wayback machine is a > +- private endeavor and really great and phantastic but it does > need (US? tax deductible) donations, https://archive.org/donate/, > to continue thriving. > This makes me hesitate a bit to link to it within the "base R" > documentation. But that may be wrong -- and I should

Dear R users, I am trying to find a package that can estimate an autoregressive model for discrete data. I am imagining a Poisson or Gamma process in which the mean (say mu) follows a process such as mu_t = a + b*x + c*mu_{t-1} Suppose I have data on the time-series Poisson outcomes and x and would like to obtain ML estimates for b and c. Does anyone know of a package that can do this

I'm searching a method to estimate the hyper-parameters in arima models. I'm reading about r-inla package, but in the examples section only talk about the AR part of the arima, but i need help about the MA part too. I'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, but the computacional cost of inla i think is better, but only

Hi R-users, I am using arima to fit a time series. Now I would like to include an intervention component "It (0 before intervention, 1 after)" using different types of impacts, that is, not only trying the simple abrupt permanent impact (yt = w It ) with the xreg option but also trying with a gradual permanent impact (yt= d * yt-1 + w * It ), following the filosophy of Box and Tiao

Hello List, I've done some cursory searching but (so far) have struck out. Does anyone know if the R version of the S+ FinMetrics package is available? Best, Bill Vedder

L.S, I was very happy to find that OpenSSH 2.3.0 now has server support for F-Secure's Win32 FTP client. A problem I have run into a few times (and maybe others before me) is: I want to allow technically unsophisticated users to update their web pages without having to resort to running something like wu-ftpd on my system. SFTPD is a great solution for that since even a casual user can

hi, I'm just download the latest cvs and try to use imaps. in mozilla I've got the following message window: ----------------------------- mail.int.bppiac.hu received a message with incorrect Message Authentication Code. If the error occurs frequently, contact the website administrator. ----------------------------- and there is only one OK button:-) and this happens always. what can be

Hi, I have used R rmgarch package to implement EGARCH ADCC model from which I can extract conditional covariance matrix. Now I would like to introduce positive and/or negative shocks to see the asymmetric response of covariance. I have come to know that impulse response function (IRF) or volatility IRF is not compatible for any asymmetric models, therefore, the only way to introduce shocks into

Dear all, I'm using R 2.8.1 under Vista. I programmed a Simulation with the code enclosed at the end of the eMail. After the simulation I want to analyse the columns of the single simulation-runs, i.e. e.g. Simulation[[1]][,1] sth. like that but I cannot address these columns... Can anybody please help? Best, Thomas ############################ CODE ############################

Dear all: Greetings! I am trying to replicate a simple state space model in R, using the package 'dlm'. This model has two observation equations and three state equations. Each observation equation represents structural shocks based on SVAR for country i, where i=1 to 2. The structural shocks (S1 and S2) are to be decomposed into common (sv1) and country-specific (sv2, sv3) shocks. We

Hello All, I am trying to estimate the parameters of a stochastic differential equation (SDE) using quasi-maximum likelihood methods but I am having trouble with the 'optim' function that I am using to optimise the log-likelihood function. After simulating the SDE I generated samples of the simulated data of varying size (I want to see what effect adding more observations has on the

Dear list members, I am facing a 3-level model, for which my research hypotheses suggest that the variance of both level-1 and level-2 residuals may be a function of a level-3 variable. To be a bit more clear: I am fitting a longitudinal model for a panel of companies grouped in industries. I suggest that some industry variables may create 'unexpected' shocks at especific points in