Co.LPM | R Documentation |

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

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

`degree_lpm` |
integer; Degree for lower deviations of both variable X and Y. |

`x` |
a numeric vector. data.frame or list type objects are not permissible. |

`y` |
a numeric vector of equal length to |

`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. |

Co-LPM of two variables

Fred Viole, OVVO Financial Systems

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

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

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.