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

LPM.ratio

R Documentation

Lower Partial Moment Ratio

Description

This function generates a standardized univariate lower partial moment of any non‑negative degree for a given target.

Usage

LPM.ratio(degree, target, variable)

Arguments

`degree`	numeric; degree = 0 gives frequency (CDF), degree = 1 gives area.
`target`	numeric vector; threshold(s). Defaults to mean(variable).
`variable`	numeric vector or data‑frame column to evaluate.

Value

Numeric vector of standardized lower partial moments.

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. & Nawrocki, D. (2013) *Nonlinear Nonparametric Statistics: Using Partial Moments* (ISBN:1490523995)

Viole, F. (2017) Continuous CDFs and ANOVA with NNS. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.2139/ssrn.3007373")}

Examples

  set.seed(123)
  x <- rnorm(100)
  LPM.ratio(0, mean(x), x)
## Not run: 
  plot(sort(x), LPM.ratio(0, sort(x), x))
  plot(sort(x), LPM.ratio(1, sort(x), x))

## End(Not run)

NNS documentation built on Nov. 5, 2025, 7:27 p.m.