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:
Companion R-package and datasets to:
is built on and architecture and is built on with notable performance enhancements.
requires . See https://cran.r-project.org/ or for upgrading to latest R release.
library(remotes); remotes::install_github('OVVO-Financial/NNS', ref = "NNS-Beta-Version")
or via CRAN
install.packages('NNS')
Please see https://github.com/OVVO-Financial/NNS/blob/NNS-Beta-Version/examples/index.md for basic partial moments equivalences and hands-on statistics, machine learning and econometrics examples.
@Manual{,
title = {NNS: Nonlinear Nonparametric Statistics},
author = {Fred Viole},
year = {2016},
note = {R package version 10.7},
url = {https://CRAN.R-project.org/package=NNS},
}