Co.LPM: Co-Lower Partial Moment (Lower Left Quadrant 4)

Description Usage Arguments Value Author(s) References Examples

View source: R/Partial_Moments.R

Description

This function generates a co-lower partial moment for between two equal length variables for any degree or target.

Usage

1
Co.LPM(degree.x, degree.y, x, y, target.x, target.y)

Arguments

degree.x

integer; Degree for variable X. (degree.x = 0) is frequency, (degree.x = 1) is area.

degree.y

integer; Degree for variable Y. (degree.y = 0) is frequency, (degree.y = 1) is area.

x

a numeric vector.

y

a numeric vector of equal length to x.

target.x

numeric; Typically the mean of Variable X for classical statistics equivalences, but does not have to be. (Vectorized)

target.y

numeric; Typically the mean of Variable Y for classical statistics equivalences, but does not have to be. (Vectorized)

Value

Co-LPM of two variables

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995

Examples

1
2
3
set.seed(123)
x<-rnorm(100); y<-rnorm(100)
Co.LPM(0,0,x,y,mean(x),mean(y))

NNS documentation built on May 29, 2017, 12:10 p.m.

Search within the NNS package
Search all R packages, documentation and source code