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...S library and mvr provided by PLS library but could not match them to my requirements. Specifically, I want the following Say I have attributes a1-a4. and the regression equation is as follows: a4(t) = alpha1*a1(t-X)+alpha2*a2(t-X)+alpha3*a3(t-X)+alpha4*a1(t-X-1)+alpha5*a2(t-X-1)... alphan*a3(t-2X) where X is the window length of the time series. Thanks, Pradeep

Hi, Is there a function to calculate probabilities for new out-of-sample data once we fit a model using the in-sample data? predict(model, newdata=... ) seems to require the new data to be the same size as the original data used to fit the model. In short, I would like to fit a model and then pass out-of-sample data to calculate probabilities. Regards, Alp [[alternative HTML version