Re: [R] Non-linearity with Parametric data

From: Matthieu Stigler <stigler3_at_etu.unige.ch>
Date: Tue, 15 Apr 2008 13:39:16 +0200


Hello

Are you working with parametric (your title) or non-parametric (your text) data? And what type of data (time series?)? Finally what kind of non-linearities are you interested in?
Non-linear regression models (threshold autoregression, smooth transition, ANN) are avalaible in package tsDyn, the multivariate extension is not currently avalaible on CRAN but is pretty ready. Let me know if this is the type of functions you are interested in.

Matthieu
> Hello,
>
> I am trying to test for non-linearity in a set of non-parametric data.
> Furthermore, I would like to do so in a multi-variate model. Frankly, I
> don't even know if this is possible, and if it is possible, I don't
> know if
> it is implemented in an R package. Any advice would greatly appreciated.
>
> Thank you!
> Charlie
>
> --
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> Charles G. Willis
> Harvard University
> Department of Organismic and Evolutionary Biology
> 22 Divinity Ave Cambridge MA 02139
> HP (857) 488-2506
> WP (617) 496-3890
> cgwillis_at_oeb.harvard.edu
> http://www.people.fas.harvard.edu/%7Ecgwillis/
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~



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