# Co.UPM: Co-Upper Partial Moment (Upper Right Quadrant 1) In OVVO-Financial/NNS: Nonlinear Nonparametric Statistics

## Description

This function generates a co-upper partial moment between two equal length variables for any degree or target.

## Usage

 1 2 Co.UPM(degree.x, degree.y, x, y, target.x = mean(x), target.y = mean(y))

## Arguments

 degree.x integer; Degree for variable X. (degree.x = 0) is frequency, (degree.x = 1) is area. degree.y integer; Degree for variable Y. (degree.y = 0) is frequency, (degree.y = 1) is area. x a numeric vector. y a numeric vector of equal length to x. target.x numeric; Typically the mean of Variable X for classical statistics equivalences, but does not have to be. (Vectorized) target.y numeric; Typically the mean of Variable Y for classical statistics equivalences, but does not have to be. (Vectorized)

## Value

Co-UPM of two variables

## Author(s)

Fred Viole, OVVO Financial Systems

## References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995

## Examples

 1 2 3 set.seed(123) x <- rnorm(100) ; y <- rnorm(100) Co.UPM(0,0,x,y,mean(x),mean(y))

OVVO-Financial/NNS documentation built on Feb. 14, 2020, 8:16 a.m.