Hi Marco,
Might be worth taking a look at the xmpRegRecession.R example in
Diethelm Wuertz's fMultivar package.
Regards,
Alexander Gracian
----------------------------------------------------------------------
Message: 1
Date: Wed, 18 May 2005 09:48:38 +0200
From: Marco Salvini <Marco.Salvini@sanpaoloam.com>
Subject: [R-sig-finance] Multivariate adaptive regression splines
To: r-sig-finance@stat.math.ethz.ch
Message-ID:
<OFEECFE9E0.40E61074-ONC1257005.0029AEFA-C1257005.002AE7E0@sanpaoloam.co
m>
Content-Type: text/plain
Dear all,
I would like to use the Polspline function on MARS to try to forecast
some
stocks returns. Do you have any suggestion?
all the best
Marco