Lower Partial Moment
This function generates a univariate lower partial moment for any degree or target.
LPM(degree, target, variable)
Degree = 0 is frequency, degree = 1 is area
Typically set to mean, but does not have to be
LPM of variable
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995
1 2 3
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.