NNS: Nonlinear Nonparametric Statistics

Nonlinear nonparametric statistics using partial moments. Partial moments are the elements of variance and asymptotically approximate the area of f(x). These robust statistics provide the basis for nonlinear analysis while retaining linear equivalences. NNS offers: 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
Version10.9.3
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 Oct. 14, 2024, 5:09 p.m.