UPM.ratio: Upper Partial Moment Ratio

In NNS: Nonlinear Nonparametric Statistics

Upper Partial Moment Ratio

Description

This function generates a standardized univariate upper partial moment of any non‑negative degree for a given target.

Usage

UPM.ratio(degree, target, variable)

Arguments

degree	numeric; degree = 0 gives frequency, degree = 1 gives area.
target	numeric vector; threshold(s). Defaults to mean(variable).
variable	numeric vector or data‑frame column to evaluate.

Value

Numeric vector of standardized upper partial moments.

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. & Nawrocki, D. (2013) *Nonlinear Nonparametric Statistics: Using Partial Moments* (ISBN:1490523995)

Examples

  set.seed(123)
  x <- rnorm(100)
  UPM.ratio(0, mean(x), x)
## Not run: 
  plot3d(x, y, Co.UPM(0, sort(x), sort(y), x, y), …)

## End(Not run)

NNS documentation built on Nov. 5, 2025, 7:27 p.m.