# LPM.ratio: Lower Partial Moment RATIO In NNS: Nonlinear Nonparametric Statistics

## Description

This function generates a standardized univariate lower partial moment for any degree or target.

## Usage

 `1` ```LPM.ratio(degree, target, variable) ```

## Arguments

 `degree` integer; `(degree = 0)` is frequency, `(degree = 1)` is area. `target` numeric; Typically set to mean, but does not have to be. (Vectorized) `variable` a numeric vector.

## Value

Standardized LPM of variable

## 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

Viole, F. (2017) "Continuous CDFs and ANOVA with NNS" https://www.ssrn.com/abstract=3007373

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19``` ```set.seed(123) x <- rnorm(100) LPM.ratio(0, mean(x), x) ## Not run: ## Empirical CDF (degree = 0) lpm_cdf <- LPM.ratio(0, sort(x), x) plot(sort(x), lpm_cdf) ## Continuous CDF (degree = 1) lpm_cdf_1 <- LPM.ratio(1, sort(x), x) plot(sort(x), lpm_cdf_1) ## Joint CDF x <- rnorm(5000) ; y <- rnorm(5000) plot3d(x, y, Co.LPM(0, 0, sort(x), sort(y), x, y), col = "blue", xlab = "X", ylab = "Y", zlab = "Probability", box = FALSE) ## End(Not run) ```

NNS documentation built on June 26, 2021, 1:07 a.m.