# NNS.PDF: NNS PDF In NNS: Nonlinear Nonparametric Statistics

## Description

This function generates an empirical PDF using dy.dx on NNS.CDF.

## Usage

 `1` ```NNS.PDF(variable, degree = 1, target = NULL, bins = NULL, plot = TRUE) ```

## Arguments

 `variable` a numeric vector. `degree` integer; `(degree = 0)` is frequency, `(degree = 1)` (default) is area. `target` a numeric range of values [a,b] where a < b. `NULL` (default) uses the `variable` min and max observations respectively. `bins` integer; `NULL` Selects number of bins. Bin width defaults to `density(x)\$bw`. `plot` logical; plots PDF.

## Value

Returns a data.table containing the intervals used and resulting PDF of the 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

## Examples

 ```1 2 3 4 5 6``` ```set.seed(123) x <- rnorm(100) NNS.PDF(x) ## Custom target range NNS.PDF(x, target = c(-5, 5)) ```

### Example output

```Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE
call: fun(...)
Intervals          PDF
1: -2.309169 0.0001908930
2: -2.264204 0.0003890644
3: -2.219239 0.0004040456
4: -2.174274 0.0004199092
5: -2.129309 0.0004367259
---
97:  2.007473 0.0014780900
98:  2.052438 0.0011915263
99:  2.097403 0.0009296535
100:  2.142368 0.0008033076
101:  2.187333 0.0003484623
Intervals PDF
1:      -5.0   0
2:      -4.9   0
3:      -4.8   0
4:      -4.7   0
5:      -4.6   0
---
97:       4.6   0
98:       4.7   0
99:       4.8   0
100:       4.9   0
101:       5.0   0
```

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