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How would I do parameter estimation and prediction for the adaptive regression model using R, as in the 4th page of the paper linked below?
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=923635
Could anyone clarify this for me?
If you know adaptive regression models very well, share some useful link, or describe the model/parameter estimation/prediction, that would be very helpful.
Thank you so much!
Here is some notes for an R package 'earth' for adaptive regression. This may be useful.
http://cran.r-project.org/web/packages/earth/vignettes/earth-notes.pdf
