UPM.ratio {NNS} | R Documentation |
Upper Partial Moment RATIO
Description
This function generates a standardized univariate upper partial moment for any degree or target.
Usage
UPM.ratio(degree, target, variable)
Arguments
degree |
integer; |
target |
numeric; Typically set to mean, but does not have to be. (Vectorized) |
variable |
a numeric vector. |
Value
Standardized UPM of variable
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/ref=cm_sw_su_dp
Examples
set.seed(123)
x <- rnorm(100)
UPM.ratio(0, mean(x), x)
## Joint Upper CDF
## Not run:
x <- rnorm(5000) ; y <- rnorm(5000)
plot3d(x, y, Co.UPM(0, sort(x), sort(y), x, y), col = "blue", xlab = "X", ylab = "Y",
zlab = "Probability", box = FALSE)
## End(Not run)
[Package NNS version 10.8.2 Index]