[R-sig-eco] Smoothing splines for autoregressive data

[Gavin Simpson]

On Jun 12 2008, FrankBerninger wrote:
> I am searching for R packages that can do  spline regression with 
> autoregressive moving average errors. 
> Are there any relevant R packages?
> 
> Frank

Frank,

Take a look at lmeSplines or gamm() in package mgcv. These both represent 
the smoothing spline as a mixed model and hence use lme() in package nlme. 
nlme contains functions that allow an ARMA correlation structure (corARMA() 
). I have not used lmeSplines personally so can't comment on it, but have 
experience of using gamm() in mgcv and found it very useful indeed.

HTH

G