[R] Regression - how to deal with past values?

[Eduardo M. A. M.Mendes]

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.berton at gene.com] 
Sent: Monday, August 15, 2011 7:42 PM
To: Eduardo M. A. M.Mendes
Cc: r-help at 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
<emammendes at 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]]
>
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>



--
"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