D.LPM: Divergent-Lower Partial Moment (Lower Right Quadrant 3)

Description Usage Arguments Value Author(s) References Examples

Description

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

Usage

1
D.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

Divergent 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

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


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