Description Usage Arguments Value Note Author(s) References Examples

View source: R/Partial_Moments.R

This function generates a co-partial moment matrix for the specified co-partial moment.

1 |

`LPM.degree` |
integer; Degree for |

`UPM.degree` |
integer; Degree for |

`target` |
numeric; Typically the mean of Variable X for classical statistics equivalences, but does not have to be. (Vectorized) |

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

`pop.adj` |
logical; |

Matrix of partial moment quadrant values (CUPM, DUPM, DLPM, CLPM), and overall covariance matrix. Uncalled quadrants will return a matrix of zeros.

For divergent asymmetical `"D.LPM" and "D.UPM"`

matrices, matrix is `D.LPM(column,row,...)`

.

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

Viole, F. (2017) "Bayes' Theorem From Partial Moments" https://www.ssrn.com/abstract=3457377

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
set.seed(123)
x <- rnorm(100) ; y <- rnorm(100) ; z <- rnorm(100)
A <- cbind(x,y,z)
PM.matrix(LPM.degree = 1, UPM.degree = 1, variable = A)
## Use of vectorized numeric targets (target_x, target_y, target_z)
PM.matrix(LPM.degree = 1, UPM.degree = 1, target = c(0, 0.15, .25), variable = A)
## Calling Individual Partial Moment Quadrants
cov.mtx <- PM.matrix(LPM.degree = 1, UPM.degree = 1, variable = A)
cov.mtx$cupm
## Full covariance matrix
cov.mtx$cov.matrix
``` |

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