Yes, I have. As far as R packages go I found two packages: forecast (only deals with linear stuff) and tsDyn (deals with nonlinear models but considers no input).
Cheers Ed On Aug 15, 2011, at 10:06 PM, Comcast wrote: > Have you done any searching (with for instance the term "forecast")? If so > then you should describe what you found and why it doesn't meet your needs. > > -- > David > > > Sent from my iPhone > > On Aug 15, 2011, at 7:54 PM, "Eduardo M. A. M.Mendes" <emammen...@gmail.com> > wrote: > >> Many thanks but I am not looking for a remote consulting. >> >> Actually it is not difficult but unfortunately I am a newbie as far as >> writing functions on R. >> >> Can I gather from your email that there is nothing available on R that deals >> with dynamic models (k-step ahead and free-run)? >> >> Cheers >> >> Ed >> >> >> -----Original Message----- >> From: Bert Gunter [mailto:gunter.ber...@gene.com] >> Sent: Monday, August 15, 2011 7:42 PM >> To: Eduardo M. A. M.Mendes >> Cc: r-help@r-project.org >> Subject: Re: [R] Regression - how to deal with past values? >> >> This may not be helpful, but this sounds difficult enough that you should >> work with a local statistician rather than trying to get remote consulting >> here. >> >> -- Bert >> >> On Mon, Aug 15, 2011 at 3:00 PM, Eduardo M. A. M.Mendes >> <emammen...@gmail.com> wrote: >>> Dear R-users >>> >>> >>> >>> I need to fit a nonlinear model to a piece of data. The model to be >>> fitted uses past values of the input and the ouput - something like >>> >>> y(k) ~ f(y(k-1),y(k-2),u(k),u(k-1) ....) (k is time index). As far as >>> I know I could use earth(MARS), nnet and etc but I am not sure how to >>> deal with the past values since most, if not all, examples I saw >>> formula does not take in account past values of any input (let alone >> output). >>> >>> >>> >>> Is there any package available that deals with this type of >>> regression? (ar >>> (linear) is not what I am looking for). >>> >>> >>> >>> Is there any example out there that I can follow? I have searched the >>> web using words such as fitting and past values but I could not find >>> what I want. >>> >>> >>> >>> Many thanks >>> >>> >>> >>> Ed >>> >>> >>> >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >>> >> >> >> >> -- >> "Men by nature long to get on to the ultimate truths, and will often be >> impatient with elementary studies or fight shy of them. If it were possible >> to reach the ultimate truths without the elementary studies usually prefixed >> to them, these would not be preparatory studies but superfluous diversions." >> >> -- Maimonides (1135-1204) >> >> Bert Gunter >> Genentech Nonclinical Biostatistics >> 467-7374 >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
