NNS.SSD: NNS SSD Test
In NNS: Nonlinear Nonparametric Statistics
NNS.SSD R Documentation
NNS SSD Test
Description
Bi-directional test of second degree stochastic dominance using lower partial moments.
Usage
NNS.SSD(x, y, plot = TRUE)
Arguments
x
a numeric vector.
y
a numeric vector.
plot
logical; TRUE (default) plots the SSD test.
Value
Returns one of the following SSD results: "X SSD Y", "Y SSD X", or "NO SSD EXISTS".
Author(s)
Fred Viole, OVVO Financial Systems
References
Viole, F. and Nawrocki, D. (2016) "LPM Density Functions for the Computation of the SD Efficient Set." Journal of Mathematical Finance, 6, 105-126. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.4236/jmf.2016.61012")}.
Examples
## Not run:
set.seed(123)
x <- rnorm(100) ; y <- rnorm(100)
NNS.SSD(x, y)
## End(Not run)
NNS documentation built on Aug. 8, 2025, 7:32 p.m.
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| NNS.SSD | R Documentation |
NNS SSD Test
Description
Bi-directional test of second degree stochastic dominance using lower partial moments.
Usage
NNS.SSD(x, y, plot = TRUE)
Arguments
x |
a numeric vector. |
y |
a numeric vector. |
plot |
logical; |
Value
Returns one of the following SSD results: "X SSD Y", "Y SSD X", or "NO SSD EXISTS".
Author(s)
Fred Viole, OVVO Financial Systems
References
Viole, F. and Nawrocki, D. (2016) "LPM Density Functions for the Computation of the SD Efficient Set." Journal of Mathematical Finance, 6, 105-126. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.4236/jmf.2016.61012")}.
Examples
## Not run:
set.seed(123)
x <- rnorm(100) ; y <- rnorm(100)
NNS.SSD(x, y)
## End(Not run)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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