OVVO-Financial/NNS: Nonlinear Nonparametric Statistics

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).

Getting started

Package details

AuthorFred Viole
MaintainerFred Viole <[email protected]>
LicenseGPL-3
Version0.3.8.8
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("OVVO-Financial/NNS")
OVVO-Financial/NNS documentation built on June 11, 2018, 2:26 p.m.