LPM | R Documentation |
This function generates a univariate lower partial moment for any degree or target.
LPM(degree, target, variable)
degree |
integer; |
target |
numeric; Typically set to mean, but does not have to be. (Vectorized) |
variable |
a numeric vector. data.frame or list type objects are not permissible. |
LPM of variable
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)
LPM(0, mean(x), x)
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