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

View source: R/RcppExports.R

D.LPMR Documentation

Divergent-Lower Partial Moment (Lower Right Quadrant 3)

Description

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

Usage

D.LPM(degree_lpm, degree_upm, x, y, target_x, target_y)

Arguments

degree_lpm

integer; Degree for lower deviations of variable Y. (degree_lpm = 0) is frequency, (degree_lpm = 1) is area.

degree_upm

integer; Degree for upper deviations of variable X. (degree_upm = 0) is frequency, (degree_upm = 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 upside 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

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

Examples

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

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