Kernel Regression
Hi Sudhakar, The np package is well worth a look, and can handle mixed data types; not sure if it has specific options for time series. Regards, Mark
Sudhakar Achath wrote:
Dear all: I am not able to find a function/package that can do kernel regression (gaussian) with p explanatory variables, using financial time series data. Can anyone help me on this, would much appreciate your response. Cheers! sud achath [[alternative HTML version deleted]]
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