[R-SIG-Finance] Kernel Regression

[Jeff Ryan]

No personal experience, but you could try:

Package np - http://cran.r-project.org/src/contrib/Descriptions/np.html

?npreg

Jeff

On 14 Dec 2007 08:49:49 -0000, Sudhakar Achath <s_achath at rediffmail.com> wrote:
> Dear all:
>
> I am not able to find a function/package that can do
> kernel regression (gaussian) with p explanatory
> variables, using financial time series data.
> Can anyone help me on this, would much appreciate
> your response.
>
> Cheers!
>
> sud achath
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>