# Co.LPM: Co-Lower Partial Moment (Lower Left Quadrant 4) In NNS: Nonlinear Nonparametric Statistics

 Co.LPM R Documentation

## Co-Lower Partial Moment (Lower Left Quadrant 4)

### Description

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

### Usage

```Co.LPM(degree_lpm, x, y, target_x, target_y)
```

### Arguments

 `degree_lpm` integer; Degree for lower deviations of both variable X and Y. `(degree_lpm = 0)` is frequency, `(degree_lpm = 1)` is area. `x` a numeric vector. data.frame or list type objects are not permissible. `y` a numeric vector of equal length to `x`. data.frame or list type objects are not permissible. `target_x` numeric; Target for lower deviations of variable X. Typically the mean of Variable X for classical statistics equivalences, but does not have to be. `target_y` numeric; Target for lower deviations of variable Y. Typically the mean of Variable Y for classical statistics equivalences, but does not have to be.

### 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" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

### Examples

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

NNS documentation built on Nov. 4, 2022, 1:06 a.m.