# 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" http://amzn.com/1490523995

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15``` ```set.seed(123) x<-rnorm(100) LPM.ratio(0,mean(x),x) ## Continuous CDF LPM.ratio(1,sort(x),x) ## Joint CDF ## Not run: 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 Feb. 17, 2018, 1:03 a.m.