NNS: Nonlinear Nonparametric Statistics

NNS (Nonlinear Nonparametric Statistics) leverages partial moments – the fundamental elements of variance that asymptotically approximate the area under f(x) – to provide a robust foundation for nonlinear analysis while maintaining linear equivalences. NNS delivers a comprehensive suite of advanced statistical techniques, including: Numerical integration, Numerical differentiation, Clustering, Correlation, Dependence, Causal analysis, ANOVA, Regression, Classification, Seasonality, Autoregressive modeling, Normalization, Stochastic dominance and Advanced Monte Carlo sampling. All routines based on: Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric Statistics: Using Partial Moments (ISBN: 1490523995).

Package details

AuthorFred Viole [aut, cre], Roberto Spadim [ctb]
MaintainerFred Viole <ovvo.financial.systems@gmail.com>
LicenseGPL-3
Version11.4.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("NNS")

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NNS documentation built on Aug. 8, 2025, 7:32 p.m.