Description Usage Arguments Value Author(s) References Examples

Determines higher dimension correlation coefficients based on degree 0 co-partial moments.

1 | ```
NNS.cor.hd(x, plot = FALSE, independence.overlay = FALSE)
``` |

`x` |
a numeric matrix or data frame. |

`plot` |
logical; |

`independence.overlay` |
logical; |

Returns multivariate nonlinear correlation coefficient

Fred Viole, OVVO Financial Systems

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

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

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