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 modelling, Normalization and Stochastic dominance. All routines based on: Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric Statistics: Using Partial Moments (ISBN: 1490523995).

Install the latest version of this package by entering the following in R:
install.packages("NNS")
AuthorFred Viole
Date of publication2017-03-31 16:24:38 UTC
MaintainerFred Viole <ovvo.financial.systems@gmail.com>
LicenseGPL-3
Version0.3.1

View on CRAN

Functions

Co.LPM Man page
Co.UPM Man page
D.LPM Man page
D.UPM Man page
dy.d_ Man page
dy.dx Man page
LPM Man page
LPM.VaR Man page
NNS.ANOVA Man page
NNS.ARMA Man page
NNS.caus Man page
NNS.cor Man page
NNS.cor.hd Man page
NNS.dep Man page
NNS.diff Man page
NNS.FSD Man page
NNS.FSD.uni Man page
NNS.norm Man page
NNS.part Man page
NNS.reg Man page
NNS.SD.Efficient.Set Man page
NNS.seas Man page
NNS.SSD Man page
NNS.SSD.uni Man page
NNS.stack Man page
NNS.term.matrix Man page
NNS.TSD Man page
NNS.TSD.uni Man page
Uni.caus Man page
UPM Man page
UPM.VaR Man page

Files

inst
inst/doc
inst/doc/NNSvignette_Clustering_and_Regression.html
inst/doc/NNSvignette_Correlation_and_Dependence.Rmd
inst/doc/NNSvignette_Correlation_and_Dependence.R
inst/doc/NNSvignette_Partial_Moments.html
inst/doc/NNSvignette_Forecasting.Rmd
inst/doc/NNSvignette_Partial_Moments.Rmd
inst/doc/NNSvignette_Correlation_and_Dependence.html
inst/doc/NNSvignette_Clustering_and_Regression.R
inst/doc/NNSvignette_Clustering_and_Regression.Rmd
inst/doc/NNSvignette_Partial_Moments.R inst/doc/NNSvignette_Forecasting.R
inst/doc/NNSvignette_Forecasting.html
NAMESPACE
R
R/FSD.R R/Uni_Causation.R R/dy_d_wrt.R R/Partition_Map.R R/Partial_Moments.R R/Dependence.R R/Co_PM_cor.R R/Normalization.R R/Correlation.R R/Regression.R R/ANOVA.R R/NNS_term_matrix.R R/Uni_SD_Routines.R R/SD_Efficient_Set.R R/Causation.R R/ARMA.R R/Dependence_matrix.R R/gvload.R R/dy_dx.R R/TSD.R R/Binary_ANOVA.R R/Stack.R R/Multivariate_Regression.R R/LPM_UPM_VaR.R R/SSD.R R/Seasonality_Test.R R/Numerical_Differentiation.R
vignettes
vignettes/NNSvignette_Correlation_and_Dependence.Rmd
vignettes/NNSvignette_Forecasting.Rmd
vignettes/NNSvignette_Partial_Moments.Rmd
vignettes/NNSvignette_Clustering_and_Regression.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/NNS.reg.Rd man/UPM.Rd man/NNS.SD.Efficient.Set.Rd man/NNS.seas.Rd man/dy.dx.Rd man/NNS.term.matrix.Rd man/NNS.SSD.uni.Rd man/Co.UPM.Rd man/dy.d_.Rd man/NNS.FSD.uni.Rd man/LPM.Rd man/NNS.FSD.Rd man/UPM.VaR.Rd man/NNS.norm.Rd man/Co.LPM.Rd man/NNS.ANOVA.Rd man/NNS.SSD.Rd man/D.LPM.Rd man/LPM.VaR.Rd man/NNS.TSD.Rd man/NNS.part.Rd man/D.UPM.Rd man/Uni.caus.Rd man/NNS.cor.Rd man/NNS.TSD.uni.Rd man/NNS.caus.Rd man/NNS.cor.hd.Rd man/NNS.dep.Rd man/NNS.ARMA.Rd man/NNS.diff.Rd man/NNS.stack.Rd

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