Description Usage Arguments Value Author(s) References Examples

View source: R/Uni_SD_Routines.R

Uni-directional test of third degree stochastic dominance using lower partial moments used in SD Efficient Set routine.

1 | ```
NNS.TSD.uni(x, y)
``` |

`x` |
a numeric vector. |

`y` |
a numeric vector. |

Returns (1) if `"X TSD Y"`

, else (0).

Fred Viole, OVVO Financial Systems

Viole, F. and Nawrocki, D. (2016) "LPM Density Functions for the Computation of the SD Efficient Set." Journal of Mathematical Finance, 6, 105-126. http://www.scirp.org/Journal/PaperInformation.aspx?PaperID=63817.

1 2 3 | ```
set.seed(123)
x <- rnorm(100) ; y <- rnorm(100)
NNS.TSD.uni(x, y)
``` |

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