LPM.ratio: Lower Partial Moment RATIO

Description Usage Arguments Value Author(s) References Examples

View source: R/Partial_Moments.R

Description

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

Usage

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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

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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.