D.LPM | R Documentation |
This function generates a divergent lower partial moment between two equal length variables for any degree or target.
D.LPM(degree_lpm, degree_upm, x, y, target_x, target_y)
degree_lpm |
integer; Degree for lower deviations of variable Y. |
degree_upm |
integer; Degree for upper deviations of variable X. |
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 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. |
Divergent 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) D.LPM(0, 0, x, y, mean(x), mean(y))
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