NNS: NNS: Nonlinear Nonparametric Statistics

NNSR Documentation

NNS: Nonlinear Nonparametric Statistics

Description

Nonlinear nonparametric statistics using partial moments. Partial moments are the elements of variance and asymptotically approximate the area of f(x). These robust statistics provide the basis for nonlinear analysis while retaining linear equivalences. NNS offers: Numerical integration, Numerical differentiation, Clustering, Correlation, Dependence, Causal analysis, ANOVA, Regression, Classification, Seasonality, Autoregressive modeling, Normalization and Stochastic dominance. All routines based on: Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric Statistics: Using Partial Moments (ISBN: 1490523995).

Author(s)

Maintainer: Fred Viole ovvo.financial.systems@gmail.com

Other contributors:

  • Roberto Spadim [contributor]

See Also

Useful links:


NNS documentation built on Nov. 28, 2023, 1:10 a.m.