text:
SUMMARY = "Open-source home automation platform running on Python 3"
HOMEPAGE = "https://home-assistant.io/"
SECTION = "devel/python"
LICENSE = "Apache-2.0"
LIC_FILES_CHKSUM = "file://LICENSE.md;md5=f4eda51018051de136d3b3742e9a7a40"

HOMEASSISTANT_CONFIG_DIR ?= "${localstatedir}/lib/homeassistant"
HOMEASSISTANT_CONFIG_DIR[doc] = "Configuration directory used by home-assistant."

inherit setuptools3 useradd systemd

SRCREV = "b59b42db2c72c28d5ce76a8ba7bac601e7de00ee"
PV = "0.38.1"
SRC_URI += "git://github.com/home-assistant/home-assistant.git;protocol=https"
S = "${WORKDIR}/git"

SRC_URI += "\
    file://homeassistant.service \
    file://configuration.yaml \
    file://0001-remove-typing-it-is-already-included-in-python-3.5.patch \
    "

USERADD_PACKAGES = "${PN}"
GROUPADD_PARAM_${PN} = "homeassistant"
USERADD_PARAM_${PN} = "--system --home ${HOMEASSISTANT_CONFIG_DIR} \
                       --no-create-home --shell /bin/false \
                       --groups homeassistant,dialout --gid homeassistant homeassistant"

SYSTEMD_AUTO_ENABLE = "enable"
SYSTEMD_SERVICE_${PN} = "homeassistant.service"

do_install_append () {
    install -d -o homeassistant -g homeassistant ${D}${HOMEASSISTANT_CONFIG_DIR}

    # Install systemd unit files and set correct config directory
    install -d ${D}${systemd_unitdir}/system
    install -m 0644 ${WORKDIR}/homeassistant.service ${D}${systemd_unitdir}/system
    sed -i -e 's,@HOMEASSISTANT_CONFIG_DIR@,${HOMEASSISTANT_CONFIG_DIR},g' ${D}${systemd_unitdir}/system/homeassistant.service
}

# Home Assistant core
RDEPENDS_${PN} = " \
    python3-requests (>=2) \
    python3-pyyaml (>=3.11)  \
    python3-pytz (>=2016.10) \
    python3-jinja2 (>=2.8) \
    python3-voluptuous (=0.9.3) \
    python3-typing (>=3) \
    python3-aiohttp (=1.3.1)\
    python3-async-timeout (=1.1.0) \
    \
    python3-asyncio \
    python3-multiprocessing \
    python3-sqlite3 \
    python3-html \
    \
    python3-pip \
    "

# homeassistant.components.http
RDEPENDS_${PN} += " \
    python3-aiohttp-cors (=0.5.0) \
    "

# homeassistant.components.recorder
# homeassistant.scripts.db_migrator
RDEPENDS_${PN} += " \
    python3-sqlalchemy (=1.1.5) \
    "

# homeassistant.components.discovery
RDEPENDS_${PN} += " \
    python3-netdisco (=0.8.2) \
    "

# homeassistant.components.sun
RDEPENDS_${PN} += " \
    python3-astral (=1.3.4) \
    "

# homeassistant.components.sensor.swiss_hydrological_data
# homeassistant.components.sensor.ted5000
# homeassistant.components.sensor.yr
RDEPENDS_${PN} += " \
    python3-xmltodict (=0.10.2)\
    "

# homeassistant.components.updater
RDEPENDS_${PN} += " \
    python3-distro (=1.0.2) \
    "

# homeassistant.components.conversation
RDEPENDS_${PN} += " \
    python3-fuzzywuzzy (=0.14.0) \
    "

# homeassistant.components.tts.google
RDEPENDS_${PN} += " \
    python3-gtts-token (=1.1.1) \
    "

# homeassistant.components.google
RDEPENDS_${PN} += " \
    python3-oauth2client (=4.0.0)\
    "

# homeassistant.components.google
RDEPENDS_${PN} += " \
    python3-google-api-python-client (=1.6.2) \
    "

# homeassistant.components.light.hue
RDEPENDS_${PN} += " \
    python3-phue (=0.9) \
    "

# homeassistant.components.hdmi_cec
RDEPENDS_${PN} += " \
    python3-pycec (=0.4.13) \
    "

# homeassistant.components.knx
RDEPENDS_${PN} += " \
    python3-knxip (=0.3.3) \
    "

repository: bufferoverflow/meta-homeassistant

repo_name: bufferoverflow/meta-homeassistant


text:
DESCRIPTION = "Mymod-app Linux Kernel Module"
LICENSE = "MIT"
LIC_FILES_CHKSUM = "file://${COMMON_LICENSE_DIR}/MIT;md5=0835ade698e0bcf8506ecda2f7b4f302"

SRC_URI = "file://mymod-app.c"

S = "${WORKDIR}"

do_compile() {
	set CFLAGS -g
	${CC} ${CFLAGS} -lm -pthread mymod-app.c ${LDFLAGS} -o mymod-app
	unset CFLAGS
}

do_install() {
	install -d ${D}${bindir}
	install -m 0755 mymod-app ${D}${bindir}
}

license: MIT

license_type: permissive

branch_name: refs/heads/main

extension: bb


text:
package status

import (
	"fmt"
	"math/rand"
	"sync"
	"testing"
)

// test multiple goroutines to write the same key with different values
func TestMultiplePutStatus(t *testing.T) {
	counter := 100
	wg := sync.WaitGroup{}

	wg.Add(counter)
	// write different values with the same key
	for i := 0; i < counter; i++ {
		k, v := "key", fmt.Sprintf("%d", rand.Intn(1000000))
		go func(k, v string) {
			Put(k, v)
			wg.Done()
		}(k, v)
	}
	wg.Wait()
}

// test multiple goroutines to read the key while writing the same key with different values
func TestMultipleGetStatus(t *testing.T) {
	counter := 100
	wg := sync.WaitGroup{}

	wg.Add(counter)
	// get status while writing different values with the same key
	for i := 0; i < counter; i++ {
		k, v := "key", fmt.Sprintf("%d", rand.Intn(1000000))
		go func(k, v string) {
			Put(k, v)
			GetStatus(k)
			wg.Done()
		}(k, v)
	}
	wg.Wait()
}

repository: kiali/kiali

repo_name: kiali/kiali

branch_name: refs/heads/master

gha_language: TypeScript

extension: go


text:
package datatypes

import "github.com/ff14wed/xivnet/v3"

var inTypeRegistry = make(map[uint16]func() xivnet.BlockData)

// Opcodes that define the datatypes of incoming (from server) network blocks
const (
	EffectResultOpcode  = 0x3B5 // Updated for 6.38
	InitZoneOpcode      = 0x1FE // Updated for 6.38
	ControlOpcode       = 0x2C2 // Updated for 6.38
	ControlSelfOpcode   = 0x256 // Updated for 6.38
	ControlTargetOpcode = 0x1B8 // Updated for 6.38
	RemoveEntityOpcode  = 0x3A2 // Updated for 6.38
	UpdateHPMPTPOpcode  = 0x268 // Updated for 6.38

	ChatZoneOpcode = 0x1E4 // Updated for 6.38

	UpdateStatusesOpcode       = 0x317 // Updated for 6.38
	UpdateStatusesEurekaOpcode = 0x23B // Updated for 6.38
	UpdateStatusesBossOpcode   = 0xC8  // Updated for 6.38

	ActionOpcode      = 0xFB  // Updated for 6.38
	AoEAction8Opcode  = 0x2EF // Updated for 6.38
	AoEAction16Opcode = 0x3C6 // Updated for 6.38
	AoEAction24Opcode = 0x97  // Updated for 6.38
	AoEAction32Opcode = 0x24B // Updated for 6.38

	ObjectSpawnOpcode = 0x2D1 // Updated for 6.38
	PlayerSpawnOpcode = 0x94  // Updated for 6.38
	NPCSpawnOpcode    = 0x269 // Updated for 6.38
	NPCSpawn2Opcode   = 0x196 // Updated for 6.38

	MovementOpcode = 0x25B // Updated for 6.38
	SetPosOpcode   = 0x2F0 // Updated for 6.38

	CastingOpcode = 0x15F // Updated for 6.38

	HateRankingOpcode = 0xE5 // Updated for 6.38
	HateListOpcode    = 0x99 // Updated for 6.38

	PlayerStatsOpcode = 0x2D8 // Updated for 6.38

	EquipChangeOpcode = 0x2E2 // Updated for 6.38

	EventPlayOpcode    = 0x284 // Updated for 6.38
	EventPlay4Opcode   = 0xE2  // Updated for 6.38
	EventPlay8Opcode   = 0x2C1 // Updated for 6.38
	EventPlay16Opcode  = 0x7F  // Updated for 6.38
	EventPlay32Opcode  = 0xD3  // Updated for 6.38
	EventPlay64Opcode  = 0xC1  // Updated for 6.38
	EventPlay128Opcode = 0x29D // Updated for 6.38
	EventPlay255Opcode = 0x326 // Updated for 6.38

	MountOpcode = 0x2DF // Updated for 6.38

	WeatherChangeOpcode = 0x17A // Updated for 6.38

	PrepareZoningOpcode = 0x267 // Updated for 6.38

	GaugeOpcode = 0x136 // Updated for 6.38

	WaymarkOpcode         = 0x354 // Updated for 6.38
	PerformOpcode         = 0xB3  // Updated for 6.38
	XWorldPartyListOpcode = UndefinedOpcode
)

func init() {
	registerInBlockFactory(EffectResultOpcode, func() xivnet.BlockData { return new(EffectResult) })
	registerInBlockFactory(InitZoneOpcode, func() xivnet.BlockData { return new(InitZone) })
	registerInBlockFactory(ControlOpcode, func() xivnet.BlockData { return new(Control) })
	registerInBlockFactory(ControlSelfOpcode, func() xivnet.BlockData { return new(ControlSelf) })
	registerInBlockFactory(ControlTargetOpcode, func() xivnet.BlockData { return new(ControlTarget) })
	registerInBlockFactory(RemoveEntityOpcode, func() xivnet.BlockData { return new(RemoveEntity) })
	registerInBlockFactory(UpdateHPMPTPOpcode, func() xivnet.BlockData { return new(UpdateHPMPTP) })

	registerInBlockFactory(ChatZoneOpcode, func() xivnet.BlockData { return new(ChatZone) })

	registerInBlockFactory(UpdateStatusesOpcode, func() xivnet.BlockData { return new(UpdateStatuses) })
	registerInBlockFactory(UpdateStatusesEurekaOpcode, func() xivnet.BlockData { return new(UpdateStatusesEureka) })
	registerInBlockFactory(UpdateStatusesBossOpcode, func() xivnet.BlockData { return new(UpdateStatusesBoss) })

	registerInBlockFactory(ActionOpcode, func() xivnet.BlockData { return new(Action) })
	registerInBlockFactory(AoEAction8Opcode, func() xivnet.BlockData { return new(AoEAction8) })
	registerInBlockFactory(AoEAction16Opcode, func() xivnet.BlockData { return new(AoEAction16) })
	registerInBlockFactory(AoEAction24Opcode, func() xivnet.BlockData { return new(AoEAction24) })
	registerInBlockFactory(AoEAction32Opcode, func() xivnet.BlockData { return new(AoEAction32) })

	registerInBlockFactory(PlayerSpawnOpcode, func() xivnet.BlockData { return new(PlayerSpawn) })
	registerInBlockFactory(NPCSpawnOpcode, func() xivnet.BlockData { return new(NPCSpawn) })
	registerInBlockFactory(NPCSpawn2Opcode, func() xivnet.BlockData { return new(NPCSpawn2) })

	registerInBlockFactory(MovementOpcode, func() xivnet.BlockData { return new(Movement) })
	registerInBlockFactory(SetPosOpcode, func() xivnet.BlockData { return new(SetPos) })
	registerInBlockFactory(CastingOpcode, func() xivnet.BlockData { return new(Casting) })

	registerInBlockFactory(HateRankingOpcode, func() xivnet.BlockData { return new(HateRanking) })
	registerInBlockFactory(HateListOpcode, func() xivnet.BlockData { return new(HateList) })

	registerInBlockFactory(PlayerStatsOpcode, func() xivnet.BlockData { return new(PlayerStats) })

	registerInBlockFactory(EquipChangeOpcode, func() xivnet.BlockData { return new(EquipChange) })

	registerInBlockFactory(EventPlayOpcode, func() xivnet.BlockData { return new(EventPlay) })
	registerInBlockFactory(EventPlay4Opcode, func() xivnet.BlockData { return new(EventPlay4) })
	registerInBlockFactory(EventPlay8Opcode, func() xivnet.BlockData { return new(EventPlay8) })
	registerInBlockFactory(EventPlay16Opcode, func() xivnet.BlockData { return new(EventPlay16) })
	registerInBlockFactory(EventPlay32Opcode, func() xivnet.BlockData { return new(EventPlay32) })
	registerInBlockFactory(EventPlay64Opcode, func() xivnet.BlockData { return new(EventPlay64) })
	registerInBlockFactory(EventPlay128Opcode, func() xivnet.BlockData { return new(EventPlay128) })
	registerInBlockFactory(EventPlay255Opcode, func() xivnet.BlockData { return new(EventPlay255) })

	registerInBlockFactory(MountOpcode, func() xivnet.BlockData { return new(Mount) })

	registerInBlockFactory(WeatherChangeOpcode, func() xivnet.BlockData { return new(WeatherChange) })

	registerInBlockFactory(WaymarkOpcode, func() xivnet.BlockData { return new(Marker) })
	registerInBlockFactory(PrepareZoningOpcode, func() xivnet.BlockData { return new(PrepareZoning) })

	registerInBlockFactory(GaugeOpcode, func() xivnet.BlockData { return new(Gauge) })
	registerInBlockFactory(PerformOpcode, func() xivnet.BlockData { return new(Perform) })

	registerInBlockFactory(XWorldPartyListOpcode, func() xivnet.BlockData { return new(XWorldPartyList) })
}

func registerInBlockFactory(opcode uint16, factory func() xivnet.BlockData) {
	inTypeRegistry[opcode] = factory
}

gha_license_id: MIT

gha_language: Go


text:
@article{approximations:journal,
 author = {Macdonald, Craig and Ounis, Iadh and Tonellotto, Nicola},
 bibmarkers = {Impact Factor (2011) 1.077 CiteScore (2017) 3.37 SJR (2017) 0.563 SNIP (2017) 2.151 Scopus Cit. 20 Google Cit. 33},
 doi = {https://doi.org/10.1145/2037661.2037662},
 issn = {1046-8188},
 journal = {ACM Transactions on Information Systems},
 number = {4},
 pages = {17:1--17:28},
 title = {Upper-bound Approximations for Dynamic Pruning},
 volume = {29},
 year = {2011}
}

repository: khastagir/academic-kickstart

repo_name: khastagir/academic-kickstart

extension: bib


text:
SUMMARY  = "A Python enumeration package."
DESCRIPTION = "The flufl.enum library is a Python enumeration package. Its goal is to provide simple, \
specific, concise semantics in an easy to read and write syntax. flufl.enum has just enough of the \
features needed to make enumerations useful, but without a lot of extra baggage to weigh them down. "
HOMEPAGE = "https://pypi.python.org/pypi/flufl.enum"
SECTION = "devel/python"

LICENSE = "LGPLv3"
LIC_FILES_CHKSUM = "file://PKG-INFO;md5=1fa25baed15d3be23c902636379438e8"

SRCNAME = "flufl.enum"

SRC_URI = " \
    http://pypi.python.org/packages/source/f/${SRCNAME}/${SRCNAME}-${PV}.tar.gz \
"

SRC_URI[md5sum] = "b3ad23761a78232bc78499ced7cb85d9"
SRC_URI[sha256sum] = "4af7e7cf2dcc7517251570c7ef9ad194e30ee4b6f860eba500c03954ae95f9d8"

inherit setuptools

S = "${WORKDIR}/${SRCNAME}-${PV}"

PACKAGES =+ "\
    ${PN}-test \
"

FILES_${PN}-doc += "\
    ${libdir}/${PYTHON_DIR}/site-packages/flufl/enum/*.rst \
    ${libdir}/${PYTHON_DIR}/site-packages/flufl/enum/docs \
"

FILES_${PN}-test += "${libdir}/${PYTHON_DIR}/site-packages/flufl/enum/tests"

branch_name: refs/heads/fido

gha_language: BitBake


text:
# Copyright (C) 2009-2016, O.S. Systems Software Ltda. All Rights Reserved
# Released under the MIT license (see packages/COPYING)

require firefox-l10n.inc

SRC_URI[md5sum] = "6a258afa364161120f92c1bc61d58134"
SRC_URI[sha256sum] = "2e58aef3761f3c5f63632d2db1570358cb72d6f298954dc7e0680f10e8c871f0"

repository: hufan/meta-web

repo_name: hufan/meta-web


text:
---
---

@string{aps = {American Physical Society,}}

@article{kenedi_intergen_2021,
  abbr={in progress},
  title={The Anatomy of Intergenerational Income Mobility in France and its Spatial Variations},
  author={Kenedi, Gustave, and Sirugue, Louis},
  year={2021},
  abstract={Working paper coming very soon!},
  selected={true}
}

@article{kenedi_financial_2021,
  abbr={in progress},
  title={Does Financial Aid Improve the Educational Outcomes of High-Achieving Low-Income Students? Evidence from the French <i>aide au mérite</i>},
  author={Kenedi, Gustave},
  year={2021},
  abstract={Working paper coming soon!},
  selected={true}
}


text:
package main

import (
	"fmt"
	"net/http"

	"github.com/PacktPublishing/Go-Programming-Cookbook-Second-Edition/chapter7/async"
)

func main() {
	urls := []string{
		"https://www.google.com",
		"https://golang.org",
		"https://www.github.com",
	}
	c := async.NewClient(http.DefaultClient, len(urls))
	async.FetchAll(urls, c)

	for i := 0; i < len(urls); i++ {
		select {
		case resp := <-c.Resp:
			fmt.Printf("Status received for %s: %d\n", resp.Request.URL, resp.StatusCode)
		case err := <-c.Err:
			fmt.Printf("Error received: %s\n", err)
		}
	}
}


text:
# Base this image on rpi-basic-image.bb
require recipes-core/images/rpi-basic-image.bb

#IMAGE_INSTALL_append = " example iproute2 mono python3 nodejs nano htop tcpdump screen usbutils wpa-supplicant hostapd linux-firmware keyboard"
IMAGE_INSTALL_append = " example iproute2 mono python3 nodejs nano htop tcpdump screen usbutils wpa-supplicant hostapd linux-firmware"


text:
@inproceedings{Bergner2018deep,
 author = {Bergner, Yoav and Chen, Ofer},
 booktitle = {Proceedings of the 18th Interaction Design and Children Conference (IDC 2018)},
 file = {:Users/bergner/Documents/Mendeley Desktop/Bergner, Chen - 2018 - Deep Making Curricular Modules for Transferable Content-Knowledge and Scientific Literacy in Makerspaces and FabL.pdf:pdf},
 isbn = {9781450351522},
 title = {Deep Making: Curricular Modules for Transferable Content-Knowledge and Scientific Literacy in Makerspaces and FabLabs},
 year = {2018}
}


text:
// Copyright 2015 The LUCI Authors. All rights reserved.
// Use of this source code is governed under the Apache License, Version 2.0
// that can be found in the LICENSE file.

package hierarchy

import (
	log "github.com/luci/luci-go/common/logging"
	"github.com/luci/luci-go/grpc/grpcutil"
	"github.com/luci/luci-go/logdog/appengine/coordinator/config"
	"github.com/luci/luci-go/luci_config/common/cfgtypes"

	"golang.org/x/net/context"
)

func getProjects(c context.Context, r *Request) (*List, error) {
	// None of the projects are streams.
	var l List
	if r.StreamOnly {
		return &l, nil
	}

	// Get all user-accessible active projects.
	projects, err := config.ActiveUserProjects(c)
	if err != nil {
		// If there is an error, we will refrain from filtering projects.
		log.WithError(err).Warningf(c, "Failed to get user project list.")
		return nil, grpcutil.Internal
	}

	next := cfgtypes.ProjectName(r.Next)
	skip := r.Skip
	for _, proj := range projects {
		// Implement "Next" cursor. If set, don't do anything until we've seen it.
		if next != "" {
			if proj == next {
				next = ""
			}
			continue
		}

		// Implement skip.
		if skip > 0 {
			skip--
			continue
		}

		l.Comp = append(l.Comp, &ListComponent{
			Name: string(proj),
		})

		// Implement limit.
		if r.Limit > 0 && len(l.Comp) >= r.Limit {
			l.Next = string(proj)
			break
		}
	}

	return &l, nil
}

repository: zeptonaut/luci-go

repo_name: zeptonaut/luci-go


text:
package generate

import (
	"github.com/pekim/jennifer/jen"
)

type Method struct {
	*Function
}

func (m *Method) init(ns *Namespace, record *Record) {
	m.Function.init(ns, record, "")

	if record.Version != "" && m.Version == "" {
		m.Version = record.Version
	}

}

func (m *Method) generate(g *jen.Group, version *Version) {
	if !supportedByVersion(m, version) {
		return
	}

	supported, reason := m.supported()
	if !supported {
		g.Commentf("Unsupported : %s", reason)
		g.Line()
		return
	}

	if blacklisted, detail := m.blacklisted(); blacklisted {
		g.Commentf("Blacklisted : %s", detail)
		g.Line()
		return
	}

	m.Function.generate(g, version)
}

repository: zjj/gobbi

repo_name: zjj/gobbi


text:
@InProceedings{dernoncourt2017pubmed,
  author = {Dernoncourt, Franck and Lee, Ji Young},
  title = {PubMed 200k RCT: a Dataset for Sequential Sentence Classification in Medical Abstracts},
  booktitle = {Proceedings of the Eighth International Joint Conference on Natural Language Processing (Volume 2: Short Papers)},
  year = {2017},
  publisher = {Asian Federation of Natural Language Processing},
  pages = {308--313},
  location = {Taipei, Taiwan},
  url = {http://aclweb.org/anthology/I17-2052}
}

url: https://raw.githubusercontent.com/Hugh-Shi/DL-NLP-Readings/924e4d189e5660c5b5d4854278f3df755ae2231d/Bibtex/PubMed 200k RCT - a Dataset for Sequential Sentence Classification in Medical Abstracts.bib

repository: Hugh-Shi/DL-NLP-Readings

repo_name: Hugh-Shi/DL-NLP-Readings


text:
@article{LJUNG1978,
abstract = {The overall test for lack of fit in autoregressive-moving average models proposed by Box & Pierce (1970) is considered. It is shown that a substantially improved approximation results from a simple modification of this test. Some consideration is given to the power of such tests and their robustness when the innovations are nonnormal. Similar modifications in the overall tests used for transfer function-noise models are proposed. {\textcopyright} 1978 Biometrika Trust.},
author = {Ljung, G. M. and Box, G. E. P.},
doi = {10.1093/BIOMET/65.2.297},
issn = {0006-3444},
journal = {Biometrika},
keywords = {Autoregressive-moving average model,Residual autocorrelation,Test for lack of fit,Transfer function-noise model},
mendeley-groups = {BACA},
month = {aug},
number = {2},
pages = {297--303},
publisher = {Oxford Academic},
title = {{On a measure of lack of fit in time series models}},
url = {https://academic.oup.com/biomet/article/65/2/297/236869},
volume = {65},
year = {1978}
}

@Manual{purrr,
    title = {purrr: Functional Programming Tools},
    author = {Lionel Henry and Hadley Wickham},
    year = {2020},
    note = {R package version 0.3.4},
    url = {https://CRAN.R-project.org/package=purrr},
  }

@Article{zoo,
    title = {zoo: S3 Infrastructure for Regular and Irregular Time Series},
    author = {Achim Zeileis and Gabor Grothendieck},
    journal = {Journal of Statistical Software},
    year = {2005},
    volume = {14},
    number = {6},
    pages = {1--27},
    doi = {10.18637/jss.v014.i06},
  }
@Manual{openxlsx,
    title = {openxlsx: Read, Write and Edit xlsx Files},
    author = {Philipp Schauberger and Alexander Walker},
    year = {2021},
    note = {R package version 4.2.4},
    url = {https://CRAN.R-project.org/package=openxlsx},
  }

@Manual{readxl,
    title = {readxl: Read Excel Files},
    author = {Hadley Wickham and Jennifer Bryan},
    year = {2019},
    note = {R package version 1.3.1},
    url = {https://CRAN.R-project.org/package=readxl},
  }
@Manual{readr,
    title = {readr: Read Rectangular Text Data},
    author = {Hadley Wickham and Jim Hester},
    year = {2021},
    note = {R package version 2.0.1},
    url = {https://CRAN.R-project.org/package=readr},
  }
@Manual{dplyr,
    title = {dplyr: A Grammar of Data Manipulation},
    author = {Hadley Wickham and Romain François and Lionel Henry and Kirill Müller},
    year = {2021},
    note = {R package version 1.0.7},
    url = {https://CRAN.R-project.org/package=dplyr},
  }

@Manual{stringr,
    title = {stringr: Simple, Consistent Wrappers for Common String Operations},
    author = {Hadley Wickham},
    year = {2019},
    note = {R package version 1.4.0},
    url = {https://CRAN.R-project.org/package=stringr},
  }

@Manual{kableExtra,
    title = {kableExtra: Construct Complex Table with 'kable' and Pipe Syntax},
    author = {Hao Zhu},
    year = {2021},
    note = {R package version 1.3.4},
    url = {https://CRAN.R-project.org/package=kableExtra},
  }

@Manual{stargazer,
    title = {stargazer: Well-Formatted Regression and Summary Statistics Tables},
    author = {Marek Hlavac},
    year = {2018},
    note = {R package version 5.2.2},
    organization = {Central European Labour Studies Institute (CELSI)},
    address = {Bratislava, Slovakia},
    url = {https://CRAN.R-project.org/package=stargazer},
  }

@Manual{fpp3,
    title = {fpp3: Data for "Forecasting: Principles and Practice" (3rd Edition)},
    author = {Rob Hyndman},
    year = {2021},
    note = {R package version 0.4.0},
    url = {https://CRAN.R-project.org/package=fpp3},
  }

@Article{lubridate,
    title = {Dates and Times Made Easy with {lubridate}},
    author = {Garrett Grolemund and Hadley Wickham},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {40},
    number = {3},
    pages = {1--25},
    url = {https://www.jstatsoft.org/v40/i03/},
  }

@Manual{gravitas,
    title = {gravitas: Explore Probability Distributions for Bivariate Temporal
Granularities},
    author = {Sayani Gupta and Rob Hyndman and Di Cook and Antony Unwin},
    year = {2020},
    note = {R package version 0.1.3},
    url = {https://CRAN.R-project.org/package=gravitas},
  }

@Manual{tsibbletalk,
    title = {tsibbletalk: Interactive Graphics for Tsibble Objects},
    author = {Earo Wang and Di Cook},
    year = {2020},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=tsibbletalk},
  }

@Article{tsibble,
    author = {Earo Wang and Dianne Cook and Rob J Hyndman},
    title = {A new tidy data structure to support exploration and modeling of temporal data},
    journal = {Journal of Computational and Graphical Statistics},
    volume = {29},
    number = {3},
    pages = {466-478},
    year = {2020},
    publisher = {Taylor & Francis},
    doi = {10.1080/10618600.2019.1695624},
    url = {https://doi.org/10.1080/10618600.2019.1695624},
  }

@Article{tidyverse,
    title = {Welcome to the {tidyverse}},
    author = {Hadley Wickham and Mara Averick and Jennifer Bryan and Winston Chang and Lucy D'Agostino McGowan and Romain François and Garrett Grolemund and Alex Hayes and Lionel Henry and Jim Hester and Max Kuhn and Thomas Lin Pedersen and Evan Miller and Stephan Milton Bache and Kirill Müller and Jeroen Ooms and David Robinson and Dana Paige Seidel and Vitalie Spinu and Kohske Takahashi and Davis Vaughan and Claus Wilke and Kara Woo and Hiroaki Yutani},
    year = {2019},
    journal = {Journal of Open Source Software},
    volume = {4},
    number = {43},
    pages = {1686},
    doi = {10.21105/joss.01686},
  }

@Book{Urca,
    title = {Analysis of Integrated and Cointegrated Time Series with R},
    author = {B. Pfaff},
    publisher = {Springer},
    edition = {Second},
    address = {New York},
    year = {2008},
    note = {ISBN 0-387-27960-1},
    url = {http://www.pfaffikus.de},
  }
@Book{ggplot2,
    author = {Hadley Wickham},
    title = {ggplot2: Elegant Graphics for Data Analysis},
    publisher = {Springer-Verlag New York},
    year = {2016},
    isbn = {978-3-319-24277-4},
    url = {https://ggplot2.tidyverse.org},
  }
@Manual{Feasts,
  title = {feasts: Feature Extraction and Statistics for Time Series},
  author = {Mitchell O'Hara-Wild and Rob Hyndman and Earo Wang},
  year = {2021},
  note = {R package version 0.2.2},
  url = {https://CRAN.R-project.org/package=feasts},
}

@Article{Forecast,
  title = {Automatic time series forecasting: the forecast package for {R}},
  author = {Rob J Hyndman and Yeasmin Khandakar},
  journal = {Journal of Statistical Software},
  volume = {26},
  number = {3},
  pages = {1--22},
  year = {2008},
  url = {https://www.jstatsoft.org/article/view/v027i03},
}

@article{Engle2015,
abstract = {The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vector of time series x, first achieves stationarity after differencing, but a linear combination a′xt is already stationary, the time series x, are said to be co-integrated with co-integrating vector a. There may be several such co-integrating vectors so that a becomes a matrix. Interpreting a′xt = 0 as a long run equilibrium, co-integration implies that deviations from equilibrium are stationary, with finite variance, even though the series themselves are nonstationary and have infinite variance. The paper presents a representation theorem based on Granger (1983), which connects the moving average, autoregressive, and error correction representations for co-integrated systems. A vector autoregression in differenced variables is incompatible with these representations. Estimation of these models is discussed and a simple but asymptotically efficient two-step estimator is proposed. Testing for co-integration combines the problems of unit root tests and tests with parameters unidentified under the null. Seven statistics are formulated and analyzed. The critical values of these statistics are calculated based on a Monte Carlo simulation. Using these critical values, the power properties of the tests are examined and one test procedure is recommended for application. In a veries of examples it is found that consumption and income are co-integrated, wages and prices are not, short and long interest rates are, and nominal GNP is co-integrated with M2, but not Ml, M3, or aggregate liquid assets.},
author = {Engle, Robert F. and Granger, Clive W.J.},
doi = {10.2307/1913236},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Engle, Granger - 2015 - Co-integration and error correction Representation, estimation, and testing.pdf:pdf},
journal = {Applied Econometrics},
keywords = {Co-integration,Dickey-Fuller tests,Error correction,Multivariate time series,Unit roots,Vector autoregression},
mendeley-groups = {BACA},
number = {3},
pages = {107--135},
publisher = {Sinergia Press},
title = {{Co-integration and error correction: Representation, estimation, and testing}},
volume = {39},
year = {2015}
}
@incollection{Hyndman,
author = {{Hyndman, Rob and Athanasopoulos}, George},
mendeley-groups = {BACA},
title = {{Chapter 10 Dynamic regression models | Forecasting: Principles and Practice}},
url = {https://otexts.com/fpp3/dynamic.html}
}

@article{Johansen1991,
abstract = {The purpose of this paper is to present the likelihood methods for the analysis of cointegration in VAR models with Gaussian errors, seasonal dummies, and constant terms. We discuss likelihood ratio tests of cointegration rank and find the asymptotic distribution of the test statistics. We characterize the maximum likelihood estimator of the cointegrating relations and formulate tests of structural hypotheses about these relations. We show that the asymptotic distribution of the maximum likelihood estimator is mixed Gaussian. Once a certain eigenvalue problem is solved and the eigenvectors and eigenvalues calculated, one can conduct inference on the cointegrating rank using some nonstandard distributions, and test hypotheses about cointegrating relations using the $\chi$ 2 distribution. CR  - Copyright © 1991 The Econometric Society},
author = {Johansen, Soren},
doi = {10.2307/2938278},
journal = {Econometrica},
month = {nov},
number = {6},
pages = {1551},
publisher = {JSTOR},
title = {{Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models}},
volume = {59},
year = {1991}
}

@article{Kwiatkowski1992,
abstract = {We propose a test of the null hypothesis that an observable series is stationary around a deterministic trend. The series is expressed as the sum of deterministic trend, random walk, and stationary error, and the test is the LM test of the hypothesis that the random walk has zero variance. The asymptotic distribution of the statistic is derived under the null and under the alternative that the series is difference-stationary. Finite sample size and power are considered in a Monte Carlo experiment. The test is applied to the Nelson-Plosser data, and for many of these series the hypothesis of trend stationarity cannot be rejected. {\textcopyright} 1992.},
author = {Kwiatkowski, Denis and Phillips, Peter C.B. and Schmidt, Peter and Shin, Yongcheol},
doi = {10.1016/0304-4076(92)90104-Y},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Kwiatkowski et al. - 1992 - Testing the null hypothesis of stationarity against the alternative of a unit root How sure are we that econ.pdf:pdf},
issn = {0304-4076},
journal = {Journal of Econometrics},
month = {oct},
number = {1-3},
pages = {159--178},
publisher = {North-Holland},
title = {{Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?}},
volume = {54},
year = {1992}
}

@Manual{monashebs,
    title = {MonashEBSTemplates: Monash EBS Rmarkdown Templates},
    author = {Rob Hyndman},
    year = {2021},
    note = {R package version 0.2},
  }

@TECHREPORT{tsnobel,
title = {Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity},
author = {Committee, Nobel Prize},
year = {2003},
institution = {Nobel Prize Committee},
type = {Nobel Prize in Economics documents},
number = {2003-1},
abstract = {Advanced information on the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel, 2003. Empirical research in macroeconomics as well as in financial economics is largely based on time series. Ever since Economics Laureate Trygve Haavelmo's work it has been standard to view economic time series as realizations of stochastic processes. This approach allows the model builder to use statistical inference in constructing and testing equations that characterize relationships between economic variables. This year's Prize rewards two contributions that have deepened our understanding of two central properties of many economic time series - nonstationarity and time-varying volatility - and have led to a large number of applications},
keywords = {time-series; cointegration},
url = {https://EconPapers.repec.org/RePEc:ris:nobelp:2003_001}
}

@article{Jongh2015,
abstract = {Standard Bank, South Africa, currently employs a methodology when developing application or behavioural scorecards that involves logistic regression. A key aspect of building logistic regression models entails variable selection which involves dealing with multicollinearity. The objective of this study was to investigate the impact of using different variance inflation factor (VIF) thresholds on the performance of these models in a predictive and discriminatory context and to study the stability of the estimated coefficients in order to advise the bank. The impact of the choice of VIF thresholds was researched by means of an empirical and simulation study. The empirical study involved analysing two large data sets that represent the typical size encountered in a retail credit scoring context. The first analysis concentrated on fitting the various VIF models and comparing the fitted models in terms of the stability of coefficient estimates and goodness-of-fit statistics while the second analysis focused on evaluating the fitted models' predictive ability over time. The simulation study was used to study the effect of multicollinearity in a controlled setting. All the above-mentioned studies indicate that the presence of multicollinearity in large data sets is of much less concern than in small data sets and that the VIF criterion could be relaxed considerably when models are fitted to large data sets. The recommendations in this regard have been accepted and implemented by Standard Bank.},
author = {de Jongh, PJ and de Jongh, E and Pienaar, M and Gordon-Grant, H and Oberholzer, M and Santana, L},
doi = {10.5784/31-1-162},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Jongh et al. - 2015 - The impact of pre-selected variance inflation factor thresholds on the stability and predictive power of logistic.pdf:pdf},
issn = {2224-0004},
journal = {ORiON},
mendeley-groups = {BACA},
month = {apr},
number = {1},
pages = {17--37},
publisher = {Stellenbosch University},
title = {{The impact of pre-selected variance inflation factor thresholds on the stability and predictive power of logistic regression models in credit scoring}},
url = {https://orion.journals.ac.za/pub/article/view/162},
volume = {31},
year = {2015}
}

@article{Whaley2009,
abstract = {Financial news services now routinely report the level of the Chicago Board Option Exchange's Market Volatility Index, or VIX. This practice may be healthy in the sense that investors are seeking more information with which to assess the state of the economic environment, but investors need to understand exactly what the index means in order to fully appreciate its usefulness and to avoid misunderstandings and misconceptions. The author explains the VIX, its his-tory and purpose, and explains its place within the array of indices that help describe where the economy stands rela-tive to recent historical points of reference.},
author = {Whaley, Robert E.},
doi = {10.3905/JPM.2009.35.3.098},
journal = {Journal of Portfolio Management},
mendeley-groups = {BACA},
number = {3},
publisher = {Portfolio Management Research},
title = {{Understanding the VIX}},
volume = {35},
year = {2009}
}

@misc{DJPPR,
author = {DJPPR},
title = {{DJPPR Biweekly Investor Update}},
url = {https://www.djppr.kemenkeu.go.id/page/loadViewer?idViewer=10795&action=download},
urldate = {2021-09-08}
}

@unpublished{Arnone2003,
author = {Arnone, Marco and Iden, George},
institution = {International Monetary Fund},
month = {mar},
title = {{Primary Dealers in Government Securities: Policy Issues and Selected Countries' Experience}},
url = {https://www.imf.org/external/pubs/ft/wp/2003/wp0345.pdf},
year = {2003}
}
@article{Gadanecz2018,
abstract = {This paper explores the role of exchange rate risk in determining local currency sovereign bond yields in emerging market economies (EMEs). We find that EME local currency sovereign bond yields are indeed influenced by exchange rate risk (volatility and expected depreciation of the exchange rate). This finding holds when controlling for endogeneity and a number of key domestic and international factors. We also show that the effect of exchange rate volatility has strengthened over time, particularly since the US Federal reserve announced in May 2013 that it would reduce the pace and size of its large-scale asset purchases. The influence of exchange rate volatility is less pronounced in EMEs with higher shares of foreign ownership of local currency sovereign bonds, larger capital account openness and greater exchange rate flexibility. Our findings have a number of implications for policymakers, in particular as to how emerging market economies can be vulnerable to perception of greater exchange rate risk as global monetary conditions tighten.},
author = {Gadanecz, Blaise and Miyajima, Ken and Shu, Chang},
doi = {10.1016/J.IREF.2018.02.004},
issn = {1059-0560},
journal = {International Review of Economics & Finance},
keywords = {Emerging markets,Exchange rate risk,Local currency sovereign bond yields},
month = {sep},
pages = {371--401},
publisher = {JAI},
title = {{Emerging market local currency sovereign bond yields: The role of exchange rate risk}},
volume = {57},
year = {2018}
}

@misc{Yunianto,
author = {Yunianto, Handy},
title = {{Imbal Hasil Obligasi Negara - Kompas.id}},
url = {https://www.kompas.id/baca/opini/2020/09/21/imbal-hasil-obligasi-negara/}
}

@article{Izadi2018,
abstract = {This paper examines the effect of international and domestic factors on the sovereign bond spreads for 22 developed countries in North America, Europe and Pacific Rim regions. First, for all the regions the impact of global factors on the sovereign bond spreads is more intense than regional factors. Second, the findings confirm that for the bond spreads of each region over its domestic government bonds, the countries' local fundamentals are better determinants of the spreads compared to the spread over US government bonds as a safe haven. Third, the influence of worldwide factors in the Eurozone compared to other regions bond spreads is less. Fourth, the relationship of the market sentiment and the investor risk aversion with the sovereign bond spreads of all regions is positive. Equity market volatility plays significant role in yield speads in international bond markets.},
author = {Izadi, Selma and Hassan, M. Kabir},
doi = {10.1016/J.BIR.2017.08.002},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Izadi, Hassan - 2018 - Impact of international and local conditions on sovereign bond spreads International evidence.pdf:pdf},
issn = {2214-8450},
journal = {Borsa Istanbul Review},
keywords = {Global bond markets,Macroeconomics fundamentals,Panel regressions,Sovereign yield spreads},
month = {mar},
number = {1},
pages = {41--51},
publisher = {Elsevier},
title = {{Impact of international and local conditions on sovereign bond spreads: International evidence}},
volume = {18},
year = {2018}
}

@article{Arora2001,
abstract = {This paper quantifies the impact of changes in U.S. monetary policy on sovereign bond spreads in emerging market countries. Specifically, the paper explores empirically how country risk, as proxied by sovereign bond spreads, is influenced by U.S. monetary policy, country-specific fundamentals, and conditions in global capital markets. While country-specific fundamentals are important in explaining fluctuations in country risk, the stance and predictability of U.S. monetary policy are also important for stabilizing capital flows and capital market conditions in emerging markets. [JEL E43, F36, G15].},
author = {Arora, Vivek and Cerisola, Martin},
issn = {10207635},
journal = {IMF Staff Papers},
number = {3},
pages = {474--498},
title = {{How does U.S. monetary policy influence sovereign spreads in emerging markets?}},
url = {https://www.researchgate.net/publication/5222011_How_Does_US_Monetary_Policy_Influence_Sovereign_Spreads_in_Emerging_Markets},
volume = {48},
year = {2001}
}

@article{Boubaker2019,
abstract = {This paper investigates the effect of financial development on government bond returns in developed and emerging markets under different market conditions. Using a quantile regression framework for quarterly panel data from 28 countries over 1999–2015, our results reveal that the effect of financial development on government bond returns (changes in bond prices) differs according to conditions in the market and between developed and emerging markets. The effect is positive and significant only in good market conditions for developed markets. For emerging markets financial development has a positive and significant effect for good market conditions but the effect is negative and significant for bad market conditions.},
author = {Boubaker, Sabri and Nguyen, Duc Khuong and Piljak, Vanja and Savvides, Andreas},
journal = {Journal of International Financial Markets, Institutions and Money},
keywords = {Emerging markets,Financial development,Government bond markets,Quantile regression},
month = {jul},
pages = {81--96},
publisher = {Elsevier Ltd},
title = {{Financial development, government bond returns, and stability: International evidence}},
volume = {61},
year = {2019}
}
@article{Dachraoui2020,
abstract = {The Latin American region has experienced many interdependent issues such as financial crises, unsustainable sovereign spreads, sudden stops in capital flows, capital flight and growth rate collapse. This study focuses on identifying the drivers of sovereign bond spreads by focusing on the role of capital flight. It is worthy to note that no prior study has explicitly examined this relationship. Using data on eight Latin American countries during the period 1993–2015 and based on dynamic heterogeneous panel regression as a panel-ARDL model and the Pooled Mean Group (PMG) estimator, important outcomes are found out. First, in the long-run, sovereign bond spreads are influenced by the countries' local fundamentals as well as global factors, whereas in the short-run it is mainly the global factors that can be identified as drivers. Second, the capital flight, which is the variable of interest, shows a positive effect on sovereign bond spreads. Indeed, in order to strengthen their debt repayment ability, Latin American countries are presumably called upon to curb and prevent the capital flight. This requires implementing various strategies which range from establishing efficient judicial and political institutions to growth-boosting through controlling the macroeconomic factors.},
author = {Dachraoui, Hajer and Smida, Mounir and Sebri, Maamar},
doi = {10.1016/j.inteco.2020.04.002},
issn = {21107017},
journal = {International Economics},
keywords = {Capital flight,Emerging market,Latin America,Panel-ARDL,Pooled mean group (PMG),Sovereign bond spreads},
month = {aug},
pages = {15--33},
publisher = {Elsevier B.V.},
title = {{Role of capital flight as a driver of sovereign bond spreads in Latin American countries}},
url = {https://linkinghub.elsevier.com/retrieve/pii/S2110701719303014},
volume = {162},
year = {2020}
}
@article{Min2003,
abstract = {This paper investigates the importance of liquidity and solvency variables in determining bond spreads in emerging economies. First, we find that liquidity and solvency variables explain most of the spread variations in 11 emerging economies during the 1990s. Second, the U.S. interest rate and macroeconomic fundamentals play a significant role for the determination of bond spreads of emerging economies. Third, it is shown that Latin countries have a negative yield-maturity relationship. {\textcopyright} 2003 Elsevier Inc. All rights reserved.},
author = {Min, Hong Ghi and Lee, Duk Hee and Nam, Changi and Park, Myeong Cheol and Nam, Sang Ho},
journal = {Global Finance Journal},
keywords = {Bond spread,Emerging market,Liquidity variables,Macroeconomic fundamentals},
month = {dec},
number = {3},
pages = {271--286},
title = {{Determinants of emerging-market bond spreads: Cross-country evidence}},
volume = {14},
year = {2003}
}
@article{Maltritz2012,
abstract = {We analyze the determinants of sovereign yields spreads of EMU member states applying Bayesian Model Averaging (BMA) to annual panel data from 1999 to 2009. BMA is well-suited in cases of small samples and high model uncertainty. This seems to be the case in modeling sovereign yield spreads in the Eurozone since the literature reports heterogeneous results with respect to significant explanatory variables. We are testing a number of variables reported to be significant in the literature and find that the most likely country specific drivers of yield spreads are fiscal variables such as budget balance and government debt, as well as external sector variables, such as terms of trade, trade balance and openness. Global financing conditions, indicated by the US interest rate, and market sentiments, indicated by corporate bond spreads, are likely to influence sovereign yield spreads. {\textcopyright} 2011 Elsevier Ltd.},
author = {Maltritz, Dominik},
journal = {Journal of International Money and Finance},
keywords = {Bayesian Model Averaging,Default risk in EMU countries,Sovereign bond yield spreads},
month = {apr},
number = {3},
pages = {657--672},
title = {{Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach}},
volume = {31},
year = {2012}
}
@article{Duyvesteyn2016,
abstract = {Political risk relates to both the ability and the willingness of governments to repay debts. We find that bond prices only slowly adapt to changes in political risk. The expected bond returns for countries whose political risk ratings have improved are higher than those for countries whose political risk ratings have deteriorated. This change in political risk premium cannot be explained by the risk factors default premium, term premium, and liquidity, or by momentum, changes in credit ratings, economic risk or financial risk. The risk-adjusted performance is 7.6% per annum for emerging bond markets and 0.8% per annum for euro government bonds.},
author = {Duyvesteyn, Johan and Martens, Martin and Verwijmeren, Patrick},
journal = {Journal of Empirical Finance},
keywords = {Credit rating,Emerging debt,Government bond debt,Political risk},
month = {sep},
number = {Part A},
pages = {498--512},
publisher = {Elsevier B.V.},
title = {{Political risk and expected government bond returns}},
volume = {38},
year = {2016}
}
@article{Ferrari2018,
abstract = {For a sample of nine euro area countries and a period running from 2004 to 2012, we empirically assess the effect of primary dealers' financial constraints on the liquidity and pricing of the sovereign bonds in which these primary dealers make the market. We find that dealers' financial constraints generally led to less liquid sovereign bond markets, with the effect depending on the subperiod under study, the issuer and the dealers' origin. In addition, dealers' financial constraints generally contributed to higher yield spreads, both directly and indirectly through their impact on liquidity.},
author = {Ferrari, Massimo and Stolz, St{\'{e}}phanie and Wedow, Michael},
doi = {10.1007/S00181-018-1451-6},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Ferrari, Stolz, Wedow - 2018 - Do primary dealer funding constraints impact sovereign bond liquidity and yields evidence for nine Euro a.pdf:pdf},
issn = {1435-8921},
journal = {Empirical Economics 2018 56:6},
keywords = {Econometrics,Economic Theory/Quantitative Economics/Mathematica,Economics,Finance,Insurance,Management,Statistics for Business},
month = {jun},
number = {6},
pages = {1855--1891},
publisher = {Springer},
title = {{Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries}},
url = {https://link.springer.com/article/10.1007/s00181-018-1451-6},
volume = {56},
year = {2018}
}
@article{Nyborg2004,
abstract = {This article develops a theory of multiunit auctions where short squeezes can occur in the secondary market. Both uniform and discriminatory auctions are studied and bidders can submit multiple bids. We show that bidders with short and long preauction positions have different valuations in an otherwise common value setting. Discriminatory auctions lead to more short squeezing and higher revenue than uniform auctions, ceteris paribus. Asymptotically, as the auction size approaches infinity, the two formats lead to equivalent outcomes. Shorts employ more aggressive equilibrium bidding strategies. Most longs strategically choose to be passive. Free riding on a squeeze by small, long players has no impact on these results, but affects revenue in discriminatory auctions.},
author = {Nyborg, Kjell G. and Strebulaev, Ilya A.},
doi = {10.1093/RFS/HHG038},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Nyborg, Strebulaev - 2004 - Multiple Unit Auctions and Short Squeezes.pdf:pdf},
issn = {0893-9454},
journal = {The Review of Financial Studies},
month = {apr},
number = {2},
pages = {545--580},
publisher = {Oxford Academic},
title = {{Multiple Unit Auctions and Short Squeezes}},
url = {https://academic.oup.com/rfs/article/17/2/545/1576959},
volume = {17},
year = {2004}
}
@article{Mercer2013,
abstract = {When-issued (i.e., forward) trading in T-bills yet to be auctioned provides a unique environment for examining price discovery. Because T-bills are auctioned in a sealed-bid process, when-issued traders cannot observe the spot market price. Yet the forward price must ultimately converge on the auction outcome price. Our results indicate that traders in the when-issued market "discover" the ultimate auction price. Little evidence is found that standard order flow variables contribute to price discovery. Instead, the ability to observe a few trades with relatively small volume in the when-issued market is sufficient to discover the auction price resulting from the sealed-bid process. {\textcopyright} 2013, The Eastern Finance Association.},
author = {Mercer, Jeffrey M. and Moore, Mark E. and Whitby, Ryan J. and Winters, Drew B.},
doi = {10.1111/J.1540-6288.2012.00354.X},
file = {:C\:/Users/Vega/Documents/Business Analytics/Final Semester/Literatur/price discovery when issued market.pdf:pdf},
journal = {Financial Review},
keywords = {G10,Price discovery,When-issued trading},
month = {feb},
number = {1},
pages = {1--24},
title = {{Price Discovery in the Treasury-Bill When-Issued Market}},
volume = {48},
year = {2013}
}
@article{Endo2020,
abstract = {This work examines the commercial viability of market-making under the primary dealer system (PD system) in the government securities market (GSM) of lower-income economies, using the three-decomposition model developed for bid-ask spread analysis on the U.S. quote-driven stock markets. Evidence suggests that primary dealers (PDs) were not making a market through two-way firm quotes as it would be commercially inviable in lower-income GSMs. The finding of purposely aggressive PDs in high-income economies prompts a further study on an optimal and fair allocation of resources across the primary and secondary markets.},
author = {Endo, Tadashi},
doi = {10.1016/j.ememar.2020.100715},
file = {:C\:/Users/Vega/Documents/Business Analytics/Final Semester/Literatur/The primary dealer system in lower-income economies.pdf:pdf},
issn = {18736173},
journal = {Emerging Markets Review},
keywords = {Government security,Lower-income economy,Market development,Market making,Primary dealer},
month = {dec},
pages = {100715},
publisher = {North-Holland},
title = {{The primary dealer system in lower-income economies}},
volume = {45},
year = {2020}
}
@article{Saenong2020,
abstract = {This study aims to examine the symmetric and asymmetric effects of crude oil prices and exchange rate on bond yields in Indonesia. Dubai crude oil prices are used as a proxy for crude oil price data and the IDR/USD exchange rate is used as a proxy for exchange rate. Meanwhile, the 10-year Indonesian bond yields are used as a proxy for bond yields. Data on Dubai crude oil prices, the IDR/USD exchange rate, and the 10-year Indonesian government bond yields are time-series data from January 2007 to April 2019. The results of the test using the autoregressive distributed lag and nonlinear autoregressive distributed lag models show that (1) in the long-run, neither the crude oil prices nor the exchange rate has symmetric and asymmetric effects on the bond yields, and (2) in the short-run, both of them have symmetric and asymmetric effects on the bond yields.},
author = {Saenong, Zainuddin and Muthalib, Abd Azis and Adam, Pasrun and Rumbia, Wali Aya and Millia, Heppi and Saidi, La Ode},
doi = {10.32479/IJEEP.8878},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Saenong et al. - 2020 - Symmetric and asymmetric effect of crude oil prices and exchange rate on bond yields in Indonesia.pdf:pdf},
journal = {International Journal of Energy Economics and Policy},
keywords = {Autoregressive Distributed Lag Model,Bond Yields,Crude Oil Prices,Exchange Rates,Nonlinear Autoregressive Distributed Lag Model},
number = {2},
pages = {95--100},
publisher = {Econjournals},
title = {{Symmetric and asymmetric effect of crude oil prices and exchange rate on bond yields in Indonesia}},
volume = {10},
year = {2020}
}
@article{Kim2014,
abstract = {We suggest a methodology to decompose sovereign bond yields into four components (risk-free, default risk, risk premium, and non-default) using both sovereign credit default swaps and bond data. Applying the methodology to one of the largest emerging markets, Korea, we find that each fraction varies over time and across bonds. In addition, the default risk accounts for only a small fraction of sovereign yield spreads, and a substantial portion is attributable to risk premium and non-default components. In particular, the risk premium is substantially time-varying; moreover, it increases in order to account for a major portion of the heightened yield spread during a financial crisis, implying that global investors prefer to hold safer assets. Therefore, higher risk premiums per unit risk are required than before. Our findings provide evidence on both flight-to-quality and time-varying risk premium.},
author = {Kim, Jungmu and Lee, Changjun},
doi = {10.1111/AJFS.12077},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Kim, Lee - 2014 - A Decomposition of Korean Sovereign Bond Yields Joint Estimation Using Sovereign CDS and Bond Data.pdf:pdf},
issn = {2041-6156},
journal = {Asia-Pacific Journal of Financial Studies},
keywords = {Credit default swaps,Flight,Reduced,Sovereign yield spread,Time,form approach,quality,to,varying risk premium},
month = {dec},
number = {6},
pages = {918--947},
publisher = {John Wiley & Sons, Ltd},
title = {{A Decomposition of Korean Sovereign Bond Yields: Joint Estimation Using Sovereign CDS and Bond Data}},
url = {https://onlinelibrary.wiley.com/doi/full/10.1111/ajfs.12077 https://onlinelibrary.wiley.com/doi/abs/10.1111/ajfs.12077 https://onlinelibrary.wiley.com/doi/10.1111/ajfs.12077},
volume = {43},
year = {2014}
}
@article{Muktiyanto2019,
abstract = {Yield Surat Berharga Negara (SBN) domestik Indonesia relatif lebih tinggi dibandingkan dengan negara-negara dengan profil serupa di Asia Tenggara maupun di kelompok Emerging Markets (EMs) lainnya. Sebagai gambaran, rata-rata imbal hasil SBN domestik dengan tenor sepuluh tahun (SBN 10y) Indonesia sepanjang 2014 s.d. 2018 berada pada tingkat 7.7%, lebih tinggi apabila dibandingkan dengan imbal hasil instrumen serupa pada periode yang sama di Thailand (2.7%), Malaysia (4.0%), Filipina (5.3%), Vietnam (6.0%), Meksiko (6.7%), Kolombia (7.1%), dan India (7.6%).Dengan mengadopsi studi yang telah dilakukan oleh Jaramillo dan Weber (2012) dan Gadanecz et al. (2014) tentang determinan tingkat imbal hasil obligasi domestik di negara-negara EMs dan menggunakan metode Ordinary Least Square (OLS), kajian ini menyimpulkan bahwa sepanjang periode Januari 2007 s.d. Desember 2018, tingkat imbal hasil US Treasury tenor sepuluh tahun (UST10y), ekspektasi perubahan suku bunga kebijakan bank sentral, tingkat inflasi inti, ekspektasi nilai tukar Rupiah terhadap USD, dan spread CDS 5 tahun, secara bersama-sama memiliki hubungan positif dan signifikan terhadap tingkat yield SBN 10y, dengan tingkat yield UST10y memiliki pengaruh paling signifikan terhadap tingkat yield SBN 10y},
author = {ihda Muktiyanto and Aulia, Muhammad},
doi = {10.31685/KEK.V3I1.190},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/muktiyanto, Aulia - 2019 - Determinan Tingkat Imbal Hasil (Yield) Surat Berharga Negara (SBN) Domestik.pdf:pdf},
issn = {2540-9999},
journal = {Kajian Ekonomi dan Keuangan},
keywords = {economy,ekonomi,fiscal,fiskal,indonesia,kajian,keuangan,keuangan negara,moneter},
month = {apr},
number = {1},
pages = {18--30},
publisher = {Ministry Of Finance - Fiscal Policy Agency},
title = {{Determinan Tingkat Imbal Hasil (Yield) Surat Berharga Negara (SBN) Domestik}},
url = {//fiskal.kemenkeu.go.id/ejournal/index.php/kek/article/view/190},
volume = {3},
year = {2019}
}
@article{Codogno2003,
abstract = {We provide evidence that the movements in yield differentials between euro zone government bonds explained by changes in international risk factors - as measured by banking and corporate risk premiums in the United States - are more pronounced for bonds issued by Italy and Spain. Liquidity factors play a smaller role, so policies meant to increase financial market efficiency do not appear sufficient to deliver a 'seamless' bond market in the euro area. The risk of default is a small but important component of yield differentials movements, which signal market perceptions of fiscal vulnerability, impose market discipline on national fiscal policies, and may be reduced only by further convergence in debt ratios.},
author = {Codogno, Lorenzo and Favero, Carlo and Missale, Alessandro},
doi = {10.1111/1468-0327.00114_1},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Codogno, Favero, Missale - 2003 - Yield spreads on EMU government bonds.pdf:pdf},
journal = {Economic Policy},
number = {37},
pages = {503--532},
publisher = {Blackwell Publishing Ltd},
title = {{Yield spreads on EMU government bonds}},
year = {2003}
}
@article{Slater2021,
abstract = {▀ We expect core government bond yields to trend upwards over the next five years, but based on our modelling work, a big surge in yields looks unlikely. Even our most downbeat scenario implies only moderate rises in debt service costs, suggesting governments will be relaxed about rising yields. ▀ Core government bond yields have been low for over a decade, helped by excess global demand for certain government bonds seen as “safe assets.” But there are historical examples of yields surging after long periods during which they've been low and steady, such as in the US in the 1960s-1970s. ▀ We ran a series of model scenarios that simulate the impact of factors such as a sharp rise in government debt, curtailed QE, reduced demand for core currencies as FX reserves, and higher inflation. Individual shocks to supply and demand for these safe assets add an extra 14bps-70bps to yields. A combined shock adds an extra 130bps to US 10-year yields by 2025, going to 3.5% from our baseline of 2.2% and 0.9% currently. ▀ The rises in yields generated in our scenarios look small by historical standards, although they would imply quite large price changes in bonds given the low starting level of yields. Some of the individual shocks could result in investors suffering losses similar to those in 1994 or 2013–2014. In the combined negative scenario, losses could approach those seen in 1965–1970. ▀ Rising bond yields feed into higher government debt service costs only gradually, especially when average debt maturity is long. As a result, most governments are likely to be quite relaxed about rising yields, and these should not be a big barrier to continued loose fiscal settings. Investors cannot rely on the reimposition of austerity to help limit their downside this time around.},
author = {Slater, Adam and McFee, Innes},
doi = {10.1111/1468-0319.12531},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Unknown - 2021 - Surging bond yields and fiscal crisis remain unlikely.pdf:pdf},
issn = {14680319},
journal = {Economic Outlook},
month = {jan},
number = {1},
pages = {17--21},
publisher = {John Wiley & Sons, Ltd},
title = {{Surging bond yields and fiscal crisis remain unlikely}},
url = {https://onlinelibrary.wiley.com/doi/full/10.1111/1468-0319.12531 https://onlinelibrary.wiley.com/doi/abs/10.1111/1468-0319.12531 https://onlinelibrary.wiley.com/doi/10.1111/1468-0319.12531},
volume = {45},
year = {2021}
}
@article{Dailami2008,
abstract = {US interest rate policy is shown to have a significant influence on emerging market bond spreads, but it is important to allow for non-linearities: US interest rates affect secondary market spreads differently, depending on countries' debt levels. Moderate debtors suffer little impact from an increase in US interest rates, while a country close to the borderline of solvency would face a much steeper increase in its spread. A 200 basis points increase in US short-term interest rates would increase emerging market spreads by 6-65 bps, depending on debt/GNI ratios. {\textcopyright} 2008 Elsevier Ltd. All rights reserved.},
author = {Dailami, Mansoor and Masson, Paul R. and Padou, Jean Jose},
doi = {10.1016/j.jimonfin.2008.07.003},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Dailami, Masson, Padou - 2008 - Global monetary conditions versus country-specific factors in the determination of emerging market debt.pdf:pdf},
issn = {02615606},
journal = {Journal of International Money and Finance},
keywords = {Emerging markets,Interest rate spreads,US monetary policy},
month = {dec},
number = {8},
pages = {1325--1336},
publisher = {Pergamon},
title = {{Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads}},
volume = {27},
year = {2008}
}
@article{Balima2021,
abstract = {We examine the effect of sovereign credit default swaps (CDS) trading initiation on the occurrence of sovereign debt crises (SDC). Estimations on a large sample of 141 countries for 1980-2013 reveal that, by affecting the fiscal stance, CDS initiation increases by around 1.5 percentage points on average the probability of SDC in countries with CDS compared to the other countries. This result holds for different robustness tests and is found to be stronger for developing countries, for countries with initial lower creditworthiness, and when the degrees of central bank independence and public sector transparency are low. Consequently, compared to existing work emphasizing favorable effects, CDS trading initiation is found to have adverse effects, by increasing the occurrence of SDC. These opposite effects should fuel the literature on measuring the consequences of CDS trading initiation, and its design and implementation from a policy perspective.},
author = {Balima, Hippolyte Wen{\'{e}}yam and Combes, Jean Louis and Minea, Alexandru},
doi = {10.1017/S1365100518000627},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Wen{\'{e}}yam Balima, Clermont Auvergne - 2021 - Printed in the United States of America.pdf:pdf},
isbn = {14698056/18},
issn = {14698056},
journal = {Macroeconomic Dynamics},
keywords = {Credit Default Swaps,Sovereign Bonds,Sovereign Debt Crises},
number = {1},
pages = {124--153},
title = {{The dark side of credit default swaps initiation: A close look at sovereign debt crises}},
url = {https://doi.org/10.1017/S1365100518000627},
volume = {25},
year = {2021}
}
@article{Permanasari2021,
abstract = {The purpose of this research is to analyze the effect of inflation, interest rates, the rupiah exchange rate, and the US 10-Year Treasury on the Indonesian Government Bond Yield. The study population was all yield tenors of the benchmark series Government bonds for the period 2017 to 2019. This study is an associative causality study. The research sample is Indonesian government bonds with a tenor of 10 years. Data were analyzed using multiple linear regression approach. The results show that inflation and US 10-Year Treasury have no effect on the Indonesian Government Bond Yield. Interest rates and the rupiah exchange rate have a positive and significant effect on the Indonesian Government Bond Yield.},
author = {Permanasari, Intan and Kurniasih, Augustina},
doi = {10.24018/EJBMR.2021.6.1.753},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Permanasari, Kurniasih - 2021 - Factors Affecting the Yield of Indonesia Government Bonds 10 Years.pdf:pdf},
issn = {2507-1076},
journal = {European Journal of Business and Management Research},
keywords = {Bond Yield,Inflation,Interest Rates,Rupiah Exchange Rate,US 10-Year Treasury,journal of business,journal of management research,open access journal business},
month = {feb},
number = {1},
pages = {243--248},
publisher = {European Open Access Publishing (Europa Publishing)},
title = {{Factors Affecting the Yield of Indonesia Government Bonds 10 Years}},
url = {https://www.ejbmr.org/index.php/ejbmr/article/view/753},
volume = {6},
year = {2021}
}
@article{Tchuindjo2015,
abstract = {We model the uniform-price US Treasury security auction as a static symmetric game with incomplete information in which each player is a primary dealer who submits a demand schedule given two independent sources of private information: her/his pre-auction short position of the auctioned security and her/his valuation of this security. Under the assumptions of constant marginal value and additive separability of the demand schedule, we obtain closed-form solutions for the dealer's optimal demand schedule, and we find that her/his pre-auction short position impacts her/his bidding behavior in three ways. First, the primary dealer's demand for the auctioned security increases with her/his pre-auction short position. Second, the primary dealer's differential bid shading decreases with her/his pre-auction short position. Third, primary dealers with higher pre-auction short positions assign lower values to the auctioned security. Based on our findings, we propose policy recommendations that would allow the US Treasury to increase taxpayers' revenue.},
author = {Tchuindjo, Leonard},
doi = {10.1016/J.JBANKFIN.2015.06.006},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Tchuindjo - 2015 - Pre-auction short positions and impacts on primary dealers' bidding behavior in US Treasury auctions(2).pdf:pdf},
issn = {0378-4266},
journal = {Journal of Banking & Finance},
keywords = {Bayesian-Nash equilibrium,Demand schedule,Primary dealers,Short position,Treasury auction},
month = {oct},
pages = {193--201},
publisher = {North-Holland},
title = {{Pre-auction short positions and impacts on primary dealers' bidding behavior in US Treasury auctions}},
volume = {59},
year = {2015}
}

@article{Miyajima2015,
abstract = {We examine the dynamics of emerging market (EM) local currency government bond yields for the last decade and a half as well as for three different phases (January 2000-December 2007, January 2008-April 2013, and since May 2013). We show that domestic factors have anchored EM local currency government bond yields, increasing the potential diversification benefit. Moreover, these yields have become relatively resilient to global risk aversion shocks. Yet, EM local currency government bond yields have been affected partly by very low US Treasury yields and are susceptible to the latter's increases.},
author = {Miyajima, Ken and Mohanty, M. S. and Chan, Tracy},
doi = {10.1016/j.ememar.2014.09.006},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Miyajima, Chan - 2012 - Emerging market local currency bonds diversification and stability.pdf:pdf},
issn = {15660141},
journal = {Emerging Markets Review},
keywords = {Diversification benefit,Emerging market local currency bond,Panel VAR,Safe asset},
mendeley-groups = {BACA},
pages = {126--139},
title = {{Emerging market local currency bonds: Diversification and stability}},
url = {www.bis.org},
volume = {22},
year = {2015}
}

@article{Kurniasih2015,
abstract = {The purpose of this research is to examine and analyze the influence of inflation, BI rate, exchange rate, and foreign ownership on government bond yields. Research data is monthly data from 2010 to 2013. Purposive sampling is chosen as the sampling method in this research. Based on the determined criteria, 23 government bonds have fulfilled the sample criteria. The result of this research shows that inflation, BI rate, exchange rate, and foreign ownership simultaneously have a significant influence on government bond yields. Partially, inflation and BI rate have positive significant influence on government bond yield, while exchange rate and foreign ownership have negative significant influence on government bond yield. DOI: 10.5901/mjss.2015.v6n5s5p34},
author = {Kurniasih, Augustina and Restika, Yulia},
doi = {10.5901/MJSS.2015.V6N5S5P34},
file = {:C\:/Users/Vega/AppData/Local/Mendeley Ltd./Mendeley Desktop/Downloaded/Kurniasih, Restika - 2015 - The influence of Macroeconomic Indicators and Foreign Ownership on Government Bond Yields A Case of Indonesi.pdf:pdf},
journal = {Mediterranean Journal of Social Sciences},
mendeley-groups = {BACA},
month = {oct},
publisher = {Richtmann Publishing},
title = {{The influence of Macroeconomic Indicators and Foreign Ownership on Government Bond Yields: A Case of Indonesia}},
year = {2015}
}


text:
package main

import (
	"fmt"
	"os"

	"hellopiers.io/s3indexsync/internal/sync"
)

func main() {

	if len(os.Args) != 3 {
		fmt.Fprintf(os.Stderr, "usage %s <directory> <s3uri>\n", os.Args[0])
		os.Exit(1)
	}

	dir := os.Args[1]
	s3uri := os.Args[2]

	err := sync.Do(dir, s3uri)
	if err != nil {
		fmt.Fprintf(os.Stderr, "%v\n", err)
		os.Exit(1)
	}

}


text:
/*
 * Copyright 2023 Venafi, Inc.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *  http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package domain

import (
	"fmt"
	"runtime"
	"strings"

	"go.uber.org/zap"
)

const (
	// JKSMinPasswordLength represents the minimum length a JKS password must have per the JKS specification
	JKSMinPasswordLength = 6

	capiLocationCurrentUser  = "currentuser"
	capiLocationLocalMachine = "localmachine"
)

var validStoreNames = []string{"addressbook", "authroot", "certificateauthority", "disallowed", "my", "root",
	"trustedpeople", "trustedpublisher"}

// Installation represents a location in which a certificate will be installed,
// along with the format in which it will be installed
type Installation struct {
	AfterAction         string `yaml:"afterInstallAction,omitempty"`
	BackupFiles         bool   `yaml:"backupFiles,omitempty"`
	CAPIFriendlyName    string `yaml:"capiFriendlyName,omitempty"` // In a future version of vCert this will become REQUIRED!
	CAPIIsNonExportable bool   `yaml:"capiIsNonExportable,omitempty"`
	CAPILocation        string `yaml:"capiLocation,omitempty"` // This is an alias for Location
	ChainFile           string `yaml:"chainFile,omitempty"`
	File                string `yaml:"file,omitempty"`
	InstallValidation   string `yaml:"installValidationAction,omitempty"`
	JKSAlias            string `yaml:"jksAlias,omitempty"`
	JKSPassword         string `yaml:"jksPassword,omitempty"`
	KeyFile             string `yaml:"keyFile,omitempty"`
	KeyPassword         string `yaml:"keyPassword,omitempty"`
	// Deprecated: Location is deprecated in favor of CAPILocation. It will be removed on a future release
	Location    string             `yaml:"location,omitempty"`
	P12Password string             `yaml:"p12Password,omitempty"`
	Type        InstallationFormat `yaml:"format,omitempty"`
}

// Installations is a slice of Installation
type Installations []Installation

// IsValid returns true if the Installation type is supported by vcert
func (installation Installation) IsValid() (bool, error) {
	switch installation.Type {
	case FormatJKS:
		if err := validateJKS(installation); err != nil {
			return false, fmt.Errorf("\t\t\t%w", err)
		}
	case FormatPEM:
		if err := validatePEM(installation); err != nil {
			return false, fmt.Errorf("\t\t\t%w", err)
		}
	case FormatPKCS12:
		if err := validateP12(installation); err != nil {
			return false, fmt.Errorf("\t\t\t%w", err)
		}
	case FormatCAPI:
		if err := validateCAPI(installation); err != nil {
			return false, fmt.Errorf("\t\t\t%w", err)
		}
	case FormatUnknown:
		fallthrough
	default:
		return false, fmt.Errorf("\t\t\t%w", ErrUndefinedInstallationFormat)
	}

	return true, nil
}

func validateCAPI(installation Installation) error {
	if runtime.GOOS != "windows" {
		return ErrCAPIOnNonWindows
	}

	location := installation.CAPILocation
	if location == "" {
		location = installation.Location
	}

	// Ensure there is a location specified
	if location == "" {
		return ErrNoCAPILocation
	}

	// Throw warning if using deprecated field
	if installation.Location != "" {
		zap.L().Warn(WarningLocationFieldDeprecated)
	}

	// Throw warning if no friendly name set
	if installation.CAPIFriendlyName == "" {
		zap.L().Warn(WarningNoCAPIFriendlyName)
	}

	// Ensure proper location specified
	segments := strings.Split(location, "\\")

	// CAPI Location must be in form of <string>\<string>
	if len(segments) != 2 {
		return ErrMalformedCAPILocation
	}

	capiLocation := strings.ToLower(segments[0])
	if capiLocation != capiLocationCurrentUser && capiLocation != capiLocationLocalMachine {
		return ErrInvalidCAPILocation
	}

	// valid store names from https://learn.microsoft.com/en-us/dotnet/api/system.security.cryptography.x509certificates.storename?view=net-7.0
	// Although it is unlikely that you'd want to install a certificate and private key in anything but "my", here for completeness
	isValidStoreName := false
	for _, v := range validStoreNames {
		if v == strings.ToLower(segments[1]) {
			isValidStoreName = true
			break
		}
	}

	if !isValidStoreName {
		return ErrInvalidCAPIStoreName
	}

	return nil
}

func validateJKS(installation Installation) error {
	if installation.File == "" {
		return ErrNoInstallationFile
	}

	if installation.JKSAlias == "" {
		return ErrNoJKSAlias
	}
	if installation.JKSPassword == "" {
		return ErrNoJKSPassword
	}
	if len(installation.JKSPassword) < JKSMinPasswordLength {
		return ErrJKSPasswordLength
	}

	if installation.KeyPassword == "" {
		zap.L().Warn("no keyPassword set. Using JKSPassword as password for the Private Key")
	} else {
		if len(installation.KeyPassword) < JKSMinPasswordLength {
			return ErrKeyPasswordLength
		}
	}

	return nil
}

func validatePEM(installation Installation) error {
	if installation.File == "" {
		return ErrNoInstallationFile
	}

	if installation.ChainFile == "" {
		return ErrNoChainFile
	}
	if installation.KeyFile == "" {
		return ErrNoKeyFile
	}
	return nil
}

func validateP12(installation Installation) error {
	if installation.File == "" {
		return ErrNoInstallationFile
	}
	if installation.P12Password == "" {
		return ErrNoP12Password
	}
	return nil
}

repository: Venafi/vcert

repo_name: Venafi/vcert


text:
DESCRIPTION = "AMSDK multimedia support files"
HOMEPAGE = "https://gforge.ti.com/gf/project/am_multimedia/"
LICENSE = "CC-BY-NC-ND-3.0"
SECTION = "multimedia"
LIC_FILES_CHKSUM = "file://Multimedia_Data_Files_Manifest.doc;md5=5f25f2753d6294d6b3ecac61d2f64146"
PR = "r0"

COMPATIBLE_MACHINE = "(omap3evm|am37x-evm|am3517-evm|am389x-evm|beagleboard|am335x-evm|omap-a15)"
PACKAGE_ARCH = "${MACHINE_ARCH}"

VIDEO_FILES = "video_480p "
VIDEO_FILES_append_am37x-evm   = "video_vga_r"
VIDEO_FILES_append_beagleboard = "video_vga"
VIDEO_FILES_append_am3517-evm  = "video_wqvga"
VIDEO_FILES_append_am335x-evm  = "video_wvga \
				                  video_wqvga"

SRC_URI = "https://gforge.ti.com/gf/download/frsrelease/564/5179/amsdk-av-files_${PV}.tar.gz;name=avfilestarball"

S = "${WORKDIR}/amsdk-av-files"

do_compile() {
    :
}

do_install() {
    install -d ${D}${datadir}/ti \
       ${D}${datadir}/ti/audio \
       ${D}${datadir}/ti/video
    install -m 0644 ${S}/audio/* ${D}${datadir}/ti/audio/
    for file in ${VIDEO_FILES}; do
	install -m 0644 ${S}/${file}/* ${D}${datadir}/ti/video/
    done
}

FILES_${PN} += "${datadir}/ti/*"

SRC_URI[avfilestarball.md5sum] = "19d254541f7c050d6220bd11249c1e8c"
SRC_URI[avfilestarball.sha256sum] = "5b81f49a305c3c88a6e33834d30561e8c16a534f9dcd10d31b348fd0031b2a74"


text:
@article{conformal_reg,
	Author = {Jing Lei and Max G'Sell and Alessandro Rinaldo and Ryan Tibshirani and Larry Wasserman},
	Title = {Distribution-Free Predictive Inference for Regression},
	Journal = {arXiv preprint arXiv:1604.04173},
	Url = {https://arxiv.org/abs/1604.04173},
	Year = {2017}}

@article{dt_surrogate1,
	Author = {Mark W. Craven and Jude W. Shavlik},
	Journal = {Advances in Neural Information Processing Systems},
	Title = {Extracting Tree-Structured Representations of Trained Networks },
	Url = {http://papers.nips.cc/paper/1152-extracting-tree-structured-representations-of-trained-networks.pdf},
	Year = {1996}}

@article{dt_surrogate2,
	title={Interpreting blackbox models via model extraction},
	author={Osbert Bastani and Carolyn Kim and Hamsa Bastani},
	journal={arXiv preprint arXiv:1705.08504},
	Url = {https://arxiv.org/pdf/1705.08504.pdf},
	year={2017}}

@inproceedings{lime,
	title={Why should {I} trust you?: {E}xplaining the predictions of any classifier},
	author={Marco Tulio Ribeiro and Sameer Singh and Carlos Guestrin},
	booktitle={Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining},
	pages={1135--1144},
	year={2016},
	Url = {http://www.kdd.org/kdd2016/papers/files/rfp0573-ribeiroA.pdf},
	organization={ACM}}

@article{ice_plots,
	Author = {Alex Goldstein and Adam Kapelner and Justin Bleich and Emil Pitkin},
	Journal = {Journal of Computational and Graphical Statistics},
	Number = {1},
	Title = {Peeking Inside the Black Box: Visualizing Statistical Learning with Plots of Individual Conditional Expectation},
	Volume = {24},
	Year = {2015}}

@book{esl,
	Address = {New York},
	Author = {Jerome Friedman and Trevor Hastie and Robert Tibshirani},
	Booktitle = {\textit{The Elements of Statistical Learning}},
	Publisher = {Springer},
	Title = {\textbf{The Elements of Statistical Learning}},
	Url = {https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf},
	Year = {2001},
	Bdsk-Url-1 = {https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf}}

@incollection{shapley,
	title = {A Unified Approach to Interpreting Model Predictions},
	author = {Lundberg, Scott M and Lee, Su-In},
	booktitle = {Advances in Neural Information Processing Systems 30},
	editor = {I. Guyon and U. V. Luxburg and S. Bengio and H. Wallach and R. Fergus and S. Vishwanathan and R. Garnett},
	pages = {4765--4774},
	year = {2017},
	publisher = {Curran Associates, Inc.},
	url = {http://papers.nips.cc/paper/7062-a-unified-approach-to-interpreting-model-predictions.pdf}
}

@article{tree_shap,
	title={Consistent Individualized Feature Attribution for Tree Ensembles},
	author={Lundberg, Scott M and Erion, Gabriel G and Lee, Su-In},
	journal={arXiv preprint arXiv:1802.03888},
	year={2018},
	Url={https://arxiv.org/pdf/1706.06060.pdf}
}

repository: navdeep-G/interpretable-ml

repo_name: navdeep-G/interpretable-ml

gha_language: Jupyter Notebook


text:
@InProceedings{svensson16,
  supplementary = {Supplementary:svensson16-supp.pdf},
  title = {Computationally Efficient Bayesian Learning of Gaussian Process State Space Models},
  author = {Svensson, Andreas and Solin, Arno and Särkkä, Simo and Schön, Thomas},
  pages = {213-221},
  abstract = {Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is formed by projecting the problem onto a set of approximate eigenfunctions derived from the prior covariance structure. Learning under this family of models can be conducted using a carefully crafted particle MCMC algorithm. This scheme is computationally efficient and yet allows for a fully Bayesian treatment of the problem. Compared to conventional system identification tools or existing learning methods, we show competitive performance and reliable quantification of uncertainties in the model.},
}

repository: mreid/papersite

repo_name: mreid/papersite

gha_language: TeX


text:
SUMMARY = "Fluidsynth is a software synthesizer"
HOMEPAGE = "http://www.fluidsynth.org/"
SECTION = "libs/multimedia"
LICENSE = "LGPL-2.1"
LIC_FILES_CHKSUM = "file://LICENSE;md5=fc178bcd425090939a8b634d1d6a9594"

DEPENDS = "alsa-lib ncurses glib-2.0"

SRC_URI = " \
    git://github.com/FluidSynth/fluidsynth.git;branch=1.1.x \
    file://0001-Use-ARM-NEON-accelaration-for-float-multithreaded-se.patch \
"
SRCREV = "fe37923393d6a76f42ed044aa56dadc66ec909ce"
S = "${WORKDIR}/git"

inherit cmake pkgconfig lib_package

EXTRA_OECMAKE = "-Denable-floats=ON -DLIB_SUFFIX=${@d.getVar('baselib').replace('lib', '')}"

PACKAGECONFIG ??= "${@bb.utils.filter('DISTRO_FEATURES', 'pulseaudio', d)}"
PACKAGECONFIG[sndfile] = "-Denable-libsndfile-support=ON,-Denable-libsndfile-support=OFF,libsndfile1"
PACKAGECONFIG[jack] = "-Denable-jack-support=ON,-Denable-jack-support=OFF,jack"
PACKAGECONFIG[pulseaudio] = "-Denable-pulseaudio=ON,--Denable-pulseaudio=OFF,pulseaudio"
PACKAGECONFIG[portaudio] = "-Denable-portaudio=ON,-Denable-portaudio=OFF,portaudio-v19"

repository: nianfugu/meta-openembedded

repo_name: nianfugu/meta-openembedded


text:
// Copyright (c) 2018 IoTeX
// This is an alpha (internal) release and is not suitable for production. This source code is provided 'as is' and no
// warranties are given as to title or non-infringement, merchantability or fitness for purpose and, to the extent
// permitted by law, all liability for your use of the code is disclaimed. This source code is governed by Apache
// License 2.0 that can be found in the LICENSE file.

package sim

import (
	"context"

	"github.com/golang/protobuf/proto"
	"github.com/pkg/errors"

	"github.com/Vedaad-Shakib/IoTeX-Sim/actpool"
	"github.com/Vedaad-Shakib/IoTeX-Sim/blockchain"
	"github.com/Vedaad-Shakib/IoTeX-Sim/config"
	consensus "github.com/Vedaad-Shakib/IoTeX-Sim/consensus"
	"github.com/Vedaad-Shakib/IoTeX-Sim/consensus/scheme"
	"github.com/Vedaad-Shakib/IoTeX-Sim/consensus/scheme/rolldpos"
	pbsim "github.com/Vedaad-Shakib/IoTeX-Sim/consensus/sim/proto"
	"github.com/Vedaad-Shakib/IoTeX-Sim/logger"
	"github.com/Vedaad-Shakib/IoTeX-Sim/network"
	"github.com/Vedaad-Shakib/IoTeX-Sim/pkg/lifecycle"
	"github.com/Vedaad-Shakib/IoTeX-Sim/proto"
)

const (
	viewStateChangeMsg int32 = 0
	commitBlockMsg     int32 = 1
	proposeBlockMsg    int32 = 2
)

// Sim is the interface for handling IotxConsensus view change used in the simulator
type Sim interface {
	lifecycle.StartStopper

	HandleEndorse(*iproto.EndorsePb, chan bool) error
	HandleBlockPropose(*iproto.ProposePb, chan bool) error
	SetStream(*pbsim.Simulator_PingServer)
	SetDoneStream(chan bool)
	SendUnsent()
}

// consensus_sim struct with a stream parameter for writing to simulator stream
type sim struct {
	cfg    *config.Consensus
	scheme scheme.Scheme
	stream pbsim.Simulator_PingServer
	unsent []*pbsim.Reply
}

// NewSim creates a consensus_sim struct
func NewSim(
	cfg config.Config,
	bc blockchain.Blockchain,
	ap actpool.ActPool,
	p2p network.Overlay,
) Sim {
	if bc == nil || ap == nil || p2p == nil {
		logger.Panic().Msg("Try to attach to nil blockchain, action pool or p2p interface")
	}

	cs := &sim{cfg: &cfg.Consensus}

	/*
		// broadcast a message across the P2P network
		tellBlockCB := func(msg proto.Message) error {
			logger.Debug().Msg("tellBlockCB called")

			msgType, msgBody := SeparateMsg(msg)
			msgBodyS := hex.EncodeToString(msgBody)

			// check if message is a newly proposed block
			vc, ok := (msg).(*iproto.ViewChangeMsg)
			if ok && vc.Vctype == iproto.ViewChangeMsg_PROPOSE {
				// send msg + block hash for recording metrics on sim side
				cs.sendMessage(proposeBlockMsg, msgType, msgBodyS+"|"+hex.EncodeToString(vc.BlockHash))
			} else {
				cs.sendMessage(viewStateChangeMsg, msgType, msgBodyS)
			}

			return nil
		}

		// commit a block to the blockchain
		commitBlockCB := func(blk *blockchain.Block) error {
			logger.Debug().Msg("commitBlockCB called")

			hash := [32]byte(blk.HashBlock())
			s := hex.EncodeToString(hash[:])
			cs.sendMessage(commitBlockMsg, 0, s)
			return bc.CommitBlock(blk)
		}

		// broadcast a block across the P2P network
		broadcastBlockCB := func(blk *blockchain.Block) error {
			logger.Debug().Msg("broadcastBlockCB called")

			if blkPb := blk.ConvertToBlockPb(); blkPb != nil {
				msgType, msgBody := SeparateMsg(blkPb)
				msgBodyS := hex.EncodeToString(msgBody)

				cs.sendMessage(viewStateChangeMsg, msgType, msgBodyS)
			}
			return nil
		}
	*/

	var err error
	cs.scheme, err = rolldpos.NewRollDPoSBuilder().
		SetAddr(consensus.GetAddr(cfg)).
		SetConfig(cfg.Consensus.RollDPoS).
		SetBlockchain(bc).
		SetActPool(ap).
		SetP2P(p2p).
		Build()
	if err != nil {
		logger.Panic().Err(err).Msg("error when constructing RollDPoS")
	}
	return cs
}

// NewSimByzantine creates a byzantine consensus_sim struct
func NewSimByzantine(
	cfg config.Config,
	bc blockchain.Blockchain,
	ap actpool.ActPool,
	p2p network.Overlay,
) Sim {
	if bc == nil || ap == nil || p2p == nil {
		logger.Panic().Msg("Try to attach to nil blockchain, action pool or p2p interface")
	}

	cs := &sim{cfg: &cfg.Consensus}

	/*
		// broadcast a message across the P2P network
		tellBlockCB := func(msg proto.Message) error {
			logger.Debug().Msg("tellBlockCB called")

			msgType, msgBody := SeparateMsg(msg)
			msgBodyS := hex.EncodeToString(msgBody)

			// check if message is a newly proposed block
			vc, ok := (msg).(*iproto.ViewChangeMsg)
			if ok && vc.Vctype == iproto.ViewChangeMsg_PROPOSE {
				cs.sendMessage(proposeBlockMsg, msgType, msgBodyS+"|"+hex.EncodeToString(vc.BlockHash)) // send msg + block hash for recording metrics on sim side
			} else {
				cs.sendMessage(viewStateChangeMsg, msgType, msgBodyS)
			}

			return nil
		}

		// commit a block to the blockchain
		commitBlockCB := func(blk *blockchain.Block) error {
			logger.Debug().Msg("commitBlockCB called")

			hash := [32]byte(blk.HashBlock())
			s := hex.EncodeToString(hash[:])
			cs.sendMessage(commitBlockMsg, 0, s)
			return bc.CommitBlock(blk)
		}

		// broadcast a block across the P2P network
		broadcastBlockCB := func(blk *blockchain.Block) error {
			logger.Debug().Msg("broadcastBlockCB called")

			if blkPb := blk.ConvertToBlockPb(); blkPb != nil {
				msgType, msgBody := SeparateMsg(blkPb)
				msgBodyS := hex.EncodeToString(msgBody)

				cs.sendMessage(viewStateChangeMsg, msgType, msgBodyS)
			}
			return nil
		}
	*/

	var err error
	cs.scheme, err = rolldpos.NewRollDPoSBuilder().
		SetAddr(consensus.GetAddr(cfg)).
		SetConfig(cfg.Consensus.RollDPoS).
		SetBlockchain(bc).
		SetActPool(ap).
		SetP2P(p2p).
		Build()
	if err != nil {
		logger.Panic().Err(err).Msg("error when constructing RollDPoS")
	}
	cs.unsent = make([]*pbsim.Reply, 0)

	return cs
}

func (c *sim) sendMessage(messageType int32, internalMsgType uint32, value string) {
	logger.Debug().Msg("Sending view state change message")

	msg := &pbsim.Reply{MessageType: messageType, InternalMsgType: internalMsgType, Value: value}

	if c.stream == nil || c.stream.Send(msg) != nil {
		c.unsent = append(c.unsent, msg)
		return
	}

	logger.Debug().Msg("Successfully sent message")
}

func (c *sim) SetStream(stream *pbsim.Simulator_PingServer) {
	logger.Debug().Msg("Set stream")

	c.stream = *stream
}

func (c *sim) Start(ctx context.Context) error {
	logger.Info().
		Str("scheme", c.cfg.Scheme).
		Msg("Starting IotxConsensus scheme")

	err := c.scheme.Start(ctx)
	if err != nil {
		return errors.Wrapf(err, "failed to start scheme %s", c.cfg.Scheme)
	}
	return nil
}

func (c *sim) Stop(ctx context.Context) error {
	logger.Info().
		Str("scheme", c.cfg.Scheme).
		Msg("Stopping IotxConsensus scheme")

	err := c.scheme.Stop(ctx)
	if err != nil {
		return errors.Wrapf(err, "failed to stop scheme %s", c.cfg.Scheme)
	}
	return nil
}

// HandleBlockPropose handles incoming block propose
func (c *sim) HandleBlockPropose(m *iproto.ProposePb, done chan bool) error {
	if err := c.scheme.HandleBlockPropose(m); err != nil {
		return err
	}
	c.scheme.SetDoneStream(done)
	return nil
}

// HandleEndorse handles incoming endorse
func (c *sim) HandleEndorse(m *iproto.EndorsePb, done chan bool) error {
	if err := c.scheme.HandleEndorse(m); err != nil {
		return err
	}
	c.scheme.SetDoneStream(done)
	return nil
}

// SendUnsent sends all the unsent messages that were not able to send previously
func (c *sim) SendUnsent() {
	var errs []error
	for i := 0; i < len(c.unsent); i++ {
		err := c.stream.Send(c.unsent[i])
		if err != nil {
			errs = append(errs, err)
		}
	}
	if len(errs) > 0 {
		logger.Error().Errs("failed to send unsent messages", errs)
	}
	c.unsent = make([]*pbsim.Reply, 0)
}

// SetDoneStream takes in a boolean channel which will be filled when the IotxConsensus is done processing
func (c *sim) SetDoneStream(done chan bool) {
	c.scheme.SetDoneStream(done)
}

// SeparateMsg separates a proto.Message into its msgType and msgBody
func SeparateMsg(m proto.Message) (uint32, []byte) {
	msgType, err := iproto.GetTypeFromProtoMsg(m)

	if err != nil {
		logger.Error().Msg("Cannot retrieve message type from message")
	}

	msgBody, err := proto.Marshal(m)

	if err != nil {
		logger.Error().Msg("Cannot retrieve message body from message")
	}
	return msgType, msgBody
}

// CombineMsg combines a msgType and msgBody into a single proto.Message
func CombineMsg(msgType uint32, msgBody []byte) proto.Message {
	protoMsg, err := iproto.TypifyProtoMsg(msgType, msgBody)

	if err != nil {
		logger.Error().Msg("Could not combine msgType and msgBody into a proto.Message object")
	}
	return protoMsg
}

repository: Vedaad-Shakib/IoTeX-Sim

repo_name: Vedaad-Shakib/IoTeX-Sim


text:
package js

import (
	"encoding/json"
	"errors"
	"fmt"
	"sync"
)

var (
	_ json.Marshaler   = Value{}
	_ json.Unmarshaler = (*Value)(nil)
)

var (
	jsonObj       Ref
	jsonParse     Ref
	jsonStringify Ref
	jsonOnce      sync.Once
)

func initJSON() {
	jsonObj = global.Get("JSON")
	if jsonObj == undefined {
		return
	}
	jsonParse = jsonObj.Get("parse")
	jsonStringify = jsonObj.Get("stringify")
}

// MarshalJSON encodes a value into JSON by using native JavaScript function (JSON.stringify).
func (v Value) MarshalJSON() ([]byte, error) {
	jsonOnce.Do(initJSON)
	if jsonStringify == undefined {
		return nil, errors.New("json encoding is not supported")
	}
	if v.Ref == undefined {
		return []byte("null"), nil
	}
	s := jsonStringify.Invoke(v.Ref).String()
	return []byte(s), nil
}

// UnmarshalJSON decodes a value from JSON by using native JavaScript functions (JSON.parse).
func (v *Value) UnmarshalJSON(p []byte) (err error) {
	jsonOnce.Do(initJSON)
	if jsonParse == undefined {
		return errors.New("json decoding is not supported")
	}
	defer func() {
		if r := recover(); r != nil {
			if e, ok := r.(error); ok {
				err = e
			} else {
				err = fmt.Errorf("%v", r)
			}
		}
	}()
	v.Ref = jsonParse.Invoke(string(p))
	return err
}

repository: itskass/dom

repo_name: itskass/dom


text:
DESCRIPTION = "mkbold-mkitalic : make bold and italic fonts from normal fonts"
HOMEPAGE = "http://hp.vector.co.jp/authors/VA013651/freeSoftware/mkbold-mkitalic.html"
PRIORITY = "optional"
LICENSE = "MIT/X"
PR = "r3"

SRC_URI = "http://hp.vector.co.jp/authors/VA013651/lib/mkbold-mkitalic-${PV}.tar.bz2 \
           file://makebifonts"

S = "${WORKDIR}/mkbold-mkitalic-${PV}"

inherit native

do_install() {
	install -d ${D}${bindir}
	install -m 755 mkbold ${D}${bindir}/
	install -m 755 mkitalic ${D}${bindir}/
	install -m 755 mkbolditalic ${D}${bindir}/
	install -m 755 ${WORKDIR}/makebifonts ${D}${bindir}/
}

SRC_URI[md5sum] = "2384f0eb2e0d2d8f70ee292b81522619"
SRC_URI[sha256sum] = "efddffd87681f0e8f3fc140c99ba6f4e15be4f144d2488886fb493cb3d85e990"


text:
package _387_first_unique_character_in_a_string

func firstUniqChar(s string) int {
	countAndIndex := make(map[rune]struct{
		count int
		index int
	})
	for i, r := range s {
		cni := countAndIndex[r]
		cni.count++
		if cni.count == 1 {
			cni.index = i
		}
		countAndIndex[r] = cni
	}

	minIndex := -1
	for _, v := range countAndIndex {
		if v.count == 1 {
			if minIndex == -1 {
				minIndex = v.index
			} else if v.index < minIndex {
				minIndex = v.index
			}
		}
	}

	return minIndex
}