# NNS.copula: NNS Co-Partial Moments Higher Dimension Dependence In NNS: Nonlinear Nonparametric Statistics

## Description

Determines higher dimension dependence coefficients based on co-partial moment matrices ratios.

## Usage

 `1` ```NNS.copula(x, continuous = TRUE, plot = FALSE, independence.overlay = FALSE) ```

## Arguments

 `x` a numeric matrix or data frame. `continuous` logical; `TRUE` (default) Generates a continuous measure using degree 1 PM.matrix, while discrete `FALSE` uses degree 0 PM.matrix. `plot` logical; `FALSE` (default) Generates a 3d scatter plot with regression points using plot3d. `independence.overlay` logical; `FALSE` (default) Creates and overlays independent Co.LPM and Co.UPM regions to visually reference the difference in dependence from the data.frame of variables being analyzed. Under independence, the light green and red shaded areas would be occupied by green and red data points respectively.

## Value

Returns a multivariate dependence value [0,1].

## Author(s)

Fred Viole, OVVO Financial Systems

## References

Viole, F. (2016) "Beyond Correlation: Using the Elements of Variance for Conditional Means and Probabilities" https://www.ssrn.com/abstract=2745308.

## Examples

 ```1 2 3 4``` ```set.seed(123) x <- rnorm(1000) ; y <- rnorm(1000) ; z <- rnorm(1000) A <- data.frame(x, y, z) NNS.copula(A, plot = TRUE, independence.overlay = TRUE) ```

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