NNS.dep | R Documentation |
Returns the dependence and nonlinear correlation between two variables based on higher order partial moment matrices measured by frequency or area.
NNS.dep(x, y = NULL, asym = FALSE, p.value = FALSE, print.map = FALSE)
x |
a numeric vector, matrix or data frame. |
y |
|
asym |
logical; |
p.value |
logical; |
print.map |
logical; |
Returns the bi-variate "Correlation"
and "Dependence"
or correlation / dependence matrix for matrix input.
NNS.cor
has been deprecated (NNS >= 0.5.4)
and can be called via NNS.dep
.
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp
## Not run: set.seed(123) x <- rnorm(100) ; y <- rnorm(100) NNS.dep(x, y) ## Correlation / Dependence Matrix x <- rnorm(100) ; y <- rnorm(100) ; z <- rnorm(100) B <- cbind(x, y, z) NNS.dep(B) ## End(Not run)
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