VN.SSD.uni

Description

Uni-directional test of second degree stochastic dominance using lower partial moments used in SD Efficient Set routine.

Usage

1
VN.SSD.uni(x, y)

Arguments

x

variable

y

variable

Value

Returns (1) if "X SSD Y", else (0).

Author(s)

Fred Viole, OVVO Financial Systems

Examples

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set.seed(123)
x<-rnorm(100); y<-rnorm(100)
VN.SSD.uni(x,y)