R help - May 2004 - bilinear and non linear

Dear all,
there are R packages able to simulate or estimate bilinear model for time
series?
I know it is an open problem, but do exist something for very simplified
bilinear models?

Alternatively, what kinfd of non linear time series models are performed
in R?

If R is not able, could someone suggest me for some commercial softwares
to deal with bilinear models?
i'm afraid of a negative answer ...
thanks in advance,
Daria
****************************

Daria Mendola
Dipartimento di Scienze Statistiche e Matematiche
"Silvio Vianelli"
Universit?? di Palermo
Viale delle Scienze - Edificio 13
90128 Palermo, Italia
tel. +39 091 6626210
fax  +39 091 485726
email: mendola at dssm.unipa.it

Hi,

Are there package in R that can solve semidefinite programming problem and
Quadratically Constrained Quadratic Programming ?

Thanks in advance,
Ramzi



TEMANNI Ramzi
DEA Student

Lim&Bio
http://www.limbio-paris13.org
UFR de Sant??, M??decine et
Biologie Humaine (SMBH)
L??onard de Vinci
74, rue Marcel Cachin
93017 Bobigny Cedex
France.
http://temanni.ramzi.free.fr

> 
> Dear all,
> there are R packages able to simulate or estimate bilinear 
> model for time
> series?
> I know it is an open problem, but do exist something for very 
> simplified
> bilinear models?
Hello Dario,

well, it should be possible to estimate a bilinear model by employing nls()
or optim().
> 
> Alternatively, what kinfd of non linear time series models 
> are performed
> in R?
Almost any, have a look at the contributed packages "tseries" and
"ts". You
can as well set up your own likelihood function and solve numerically (see
above). There are/should be no limitations.
> 
> If R is not able, could someone suggest me for some 
> commercial softwares
> to deal with bilinear models?

by googling on "bilenear models", I found the following link, which
mentions
"XploRe" of Prof. H??rdle:

http://www.quantlet.com/mdstat/scripts/xlg/html/xlghtmlnode53.html
http://www.xplore-stat.de/index_js.html


HTH,
Bernhard 

> i'm afraid of a negative answer ...
> thanks in advance,
> Daria
> ****************************
> 
> Daria Mendola
> Dipartimento di Scienze Statistiche e Matematiche
> "Silvio Vianelli"
> Universit?? di Palermo
> Viale delle Scienze - Edificio 13
> 90128 Palermo, Italia
> tel. +39 091 6626210
> fax  +39 091 485726
> email: mendola at dssm.unipa.it
> 
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