[R] Non-linearity with Parametric data

Matthieu Stigler stigler3 at etu.unige.ch
Tue Apr 15 13:39:16 CEST 2008


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.

> 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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