[R-SIG-Finance] [R-sig-finance] Kernel Regression

[Mark Difford]

Hi Sudhakar,

The np package is well worth a look, and can handle mixed data types; not
sure if it has specific options for time series.

Regards,
Mark


Sudhakar Achath 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]]
> 
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