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. 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" http://amzn.com/1490523995

1 2 3 4 5 6 7 8 9 10 11 | ```
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, target = "mean", variable = A)
## Calling Individual Partial Moment Quadrants
cov.mtx = PM.matrix(LPM.degree = 1, UPM.degree = 1, target = "mean", variable = A)
cov.mtx$cupm
## Full covariance matrix
cov.mtx$matrix
``` |

NNS documentation built on April 15, 2019, 5:05 p.m.

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