[R-sig-finance] RE: R-sig-finance Digest, Vol 12, Issue 9

[Alex Gracian]

Hi Marco,

Might be worth taking a look at the xmpRegRecession.R example in
Diethelm Wuertz's fMultivar package.

Regards,

Alexander Gracian

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Message: 1
Date: Wed, 18 May 2005 09:48:38 +0200
From: Marco Salvini <Marco.Salvini at sanpaoloam.com>
Subject: [R-sig-finance] Multivariate adaptive regression splines
To: r-sig-finance at stat.math.ethz.ch
Message-ID:
	
<OFEECFE9E0.40E61074-ONC1257005.0029AEFA-C1257005.002AE7E0 at sanpaoloam.co
m>
	
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Dear all,

I would like to use the Polspline function on MARS to try to forecast
some 
stocks returns. Do you have any suggestion?

all the best
Marco