similar to: A question about POSIXct

Hi, I have a ctdb cluster with 3 nodes and 3 glusterfs (version 6) nodes up and running. I observe plenty of these situations: A connected Windows-10 client doesn't react anymore. I use forder redirections.? - Smbstatus shows up some (auth in progress) processes. - In the logs of a ctdb node I get: Aug 23 10:12:29 ctdb-1 ctdbd[2167]: Ending traverse on DB locking.tdb (id 568831), records

https://bugzilla.mindrot.org/show_bug.cgi?id=2167 Bug ID: 2167 Summary: Connection remains when fork() fails. Product: Portable OpenSSH Version: 5.3p1 Hardware: Other OS: Linux Status: NEW Severity: enhancement Priority: P5 Component: sshd Assignee: unassigned-bugs at

Hi We have some Samba servers using LDAP (389 DS) as backend. In the LDAP server, we have defined some policies to make the passwords stronger. When a user tries to change his password (Control-Alt-Del), this message appears in the LOGs: ==> /var/log/samba/xptest <== [2010/06/28 12:26:26, 2] auth/auth.c:check_ntlm_password(309) check_ntlm_password: authentication for user [10000001S]

I have R 1.9.0 running under Solaris 2.9 ona SunBlade 100, and am very happy with it. I heard about the stuff at www.rmetrics.org and thought it might be worth looking at. However, what I found there is a bunch of .zip files. The entry page suggests that there is some way to install packages from .zip files in R, but I have searched all the documentation I have and cannot find it. _Is_ there

Hi, Thanks for your information. Now I was not able to login as domain user. I am getting following error message. The system cannot log you on now because domain TECHGROUP is not available. Here is my ldap log message:- Dec 28 00:31:08 rishi slapd[1753]: conn=93 fd=17 ACCEPT from IP=::1 1230 (IP=:: 389) Dec 28 00:31:08 rishi slapd[2166]: conn=93 op=0 BIND

Hi all R-users, I?m trying to assign colors on those p-value in my table output that fall above a certain critical value, let?s say a p-value >0.05. My table looks like this: Assets ADF-Level P-Value ADF-First D P-Value ADF-Second D P-Value [1,] Liabilities -2.3109 0.1988 -3.162 0.025 -6.0281

I'm next at installing packages. I seem to have successfully installed "evir", but I can't use it. I'm wondering if I need to specify the installation to match my working directory, or something else. thx, G

Dear List, This inquiry probably does not directly pertain to R. I am using library(evir) to learn EVT. Based on my reading of things, it is my understanding that if one wants to calculate quantiles of GPD, one could use either riskmeasures() or qgpd(). However, using data(danish) as an example, the quantile estimates produced by riskmeasures() are considerably different from those produced by

I am trying to use the evir package but I cannot find a way to change my excel csv files into R-objects, which are used in the package. In particular, I do not know how to change a csv list object into a numeric vector. Anybody done this before? Thanks in advance for your time. Vikentia [[alternate HTML version deleted]]

Dear Sirs, I am working with a time series of financial data compiled in a csv file. When i tried to apply the findthresh funtion of the evir package to that data I got the following error messages (the second after transforming the list in a vector): "Error in as.double.default(x) : (list) object cannot be coerced to double" "Error in as.double.default(as.vector(port)) :

Hi, I'm fitting a generalized Pareto distribution to POT exceedances of a data set. The practical stuff works ok, but I have a question regarding theory. Is there an equation relating parameters of a gpd tail to its (first) moments? According to theory for certain parameters either the first moment does not exist or the distribution has an upper bound, but I haven't found the

Dear R list, I have been trying to do a linear model, extracting the effect of a covariate.... and the results do not match, when I do it with other programs (e.g. minitab).... so it is obvious that I was doing something wrong. Whan I do it with minitab, I have this results: (sector is a factor and depth is the covariate): Source DF Seq SS Adj SS Adj MS F P

  Hi r-users,   I would like to use gev and my data (annual rainfall ) is as follows:   > head(dat,20) A B C D E F G H I J 1 45.1 41.5 58.5 50.1 46.0 49.1 37.7 49.1 59.8 54.0 2 50.3 39.8 49.4 56.4 49.4 48.8 42.1 49.8 49.4 58.3 3 41.7 39.3 44.6 39.1 35.7 41.5 40.8 40.8 38.5 45.6 4 50.7 33.9 48.4 28.2 35.5 39.1 61.4 17.0 30.7 38.3 5 39.3 30.6 46.9 23.8 25.8

Dear R-helpers, I'm stuck with a little problem that surely has an easy solution but I can't think of a way to solve it. I'd really appreciate any help you can offer me! I'll provide a small example. Given a dataframe data.txt that looks like this: ID freq Var Var_mean Ratio_mean Var_median Ratio_median Var_sum Ratio_min Var_max Ratio_max Var_min

I am estimating a large model by groups. How do you save the results and?returns the associated quantiles? For this example I need a data frame n?? ?xi??????? mu????????beta 1?? 0.1033614? 2.5389580 0.9092611 2? ?0.3401922? 0.5192882 1.5290615 3?? 0.5130798? 0.5668308 1.2105666 I also want to apply gevrlevelPlot() for each "n" or group. ? #Example n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2,

Yes, Please start with telling the running OS and samba version and an output of smb.conf And it looks like : https://bugzilla.samba.org/show_bug.cgi?id=13168 Increase the loglevels and post these also when you answer above. Greetz, Louis > -----Oorspronkelijk bericht----- > Van: samba [mailto:samba-bounces at lists.samba.org] Namens > Benedikt Kale? via samba > Verzonden:

I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from

Up to now, I have recognized problems with "gpd(..)", the function from the package "evir" I think that all these functions that estimate the parameters xi, beta for the GPD by given threshold mu use the function "optim(..)" ( gpd, fitgpd, ...) "Error" example: data1 <- rgpd(1000, xi= -1.5, mu=1000, beta=100) so the created poinnts take place in about

I am a new R user and so I thought I could start with "Using R for Introductory statistics" by Verzani. In order to use some of the functions and datasets I have to install the simpleR package which is is now inside the UsingR package. I did so using >install.packages("UsingR"). However, the functions such as "simple.freqpoly.R" do not work. I also tried to

Hi, In a normal PBX environment a user usually calls in and IVR's are played according to a predefined dialplan. Iam trying to develop an application where asterisk dials out to a user and initiates an IVR instead (please note that the IVR is not static and may vary according to different condtions). Can someone guide me how this is possible using Asterisk. Do I need to write some sort of