In a message dated 4/21/03 9:00:22 AM Eastern Daylight Time, casiano@ull.es 
writes:

> Hello,
> 
> Apologies if this question has already arised, hope you can
> help me to the find the solution to this or point the place to look at.
> 
> I have a multidimensional piece-wise regression linear problem, i.e.
> to find not only the regression coefficients for each "interval" but
> also the beginning and ends of the intervals.
> 

Look at "polspline" and "splines" packages, and "polymars" in "polspline" 
package.

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