# NNS.dep: NNS Dependence In NNS: Nonlinear Nonparametric Statistics

## Description

Returns the dependence and nonlinear correlation between two variables based on higher order partial moment matrices measured by frequency or area.

## Usage

 `1` ```NNS.dep(x, y = NULL, asym = FALSE, p.value = FALSE, print.map = FALSE) ```

## Arguments

 `x` a numeric vector, matrix or data frame. `y` `NULL` (default) or a numeric vector with compatible dimensions to `x`. `asym` logical; `FALSE` (default) Allows for asymmetrical dependencies. `p.value` logical; `FALSE` (default) Generates 100 independent random permutations to test results against and plots 95 percent confidence intervals along with all results. `print.map` logical; `FALSE` (default) Plots quadrant means, or p-value replicates.

## Value

Returns the bi-variate `"Correlation"` and `"Dependence"` or correlation / dependence matrix for matrix input.

## Note

`NNS.cor` has been deprecated `(NNS >= 0.5.4)` and can be called via `NNS.dep`.

## Author(s)

Fred Viole, OVVO Financial Systems

## References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11``` ```## 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) ```

### Example output

```Loading required package: doParallel
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl.init' failed, running with 'rgl.useNULL = TRUE'.
sh: 1: wc: Permission denied
\$Correlation
 -0.1075353

\$Dependence
 0.4751691

sh: 1: wc: Permission denied
sh: 1: wc: Permission denied
sh: 1: wc: Permission denied
\$Correlation
x           y          z
x  1.00000000 -0.09882721 -0.1238790
y -0.09882721  1.00000000  0.2367368
z -0.12387899  0.23673684  1.0000000

\$Dependence
x         y         z
x 1.0000000 0.4240705 0.3113931
y 0.4240705 1.0000000 0.3699634
z 0.3113931 0.3699634 1.0000000
```

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