R help - Apr 2005 - how to estimatae in single index models

Hello everyone, Recently, I have encountered a problem about estimation 
of binary response model,as I try to estimate the survival probability 
of firms. I do not want to use the traditional binary respose models, 
such as Probit model or Logit model, since they are too restricted in 
their function form. Therefore, I seek to adopt some semiparametric 
methods, precisely estimation methods of single-index models, such as 
Klein-Spady estimator, Ichimura's SLS estimator, maximum score 
estimator,and smoothed maximum score estimator.

Hence, my question is:

Is there any package in R which can operate above estimation methods? I 
have search them for a long time. If anyone can help me, you really 
give me a huge hand! :)



Best regards
Kuo, Chun-Hung

I generally work in SAS but have some graphics features I would like to
run in r.   I would like to do this 'automatically' from SAS.

I'm thinking of  something along the lines of putting the r code in a text
file and calling system of x on it;  r would expect the data in a certain place,
and my SAS would drop the data in the right place/filename before invoking
r.

x 'r.exe myfile.r';

Does anybody have any experience using r from within SAS like this
or in a better way ?

Alas, searching for a one word character r to find an archived answer
is not easy SAS-L.


S.
ssquid at gmail.com