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).

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Description file content

Package
NNS
Type
Package
Title
Nonlinear Nonparametric Statistics
Version
0.4.2
Date
2019-06-11
Author
Fred Viole
Maintainer
Fred Viole
Description
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).
License
GPL-3
BugReports
https://github.com/OVVO-Financial/NNS/issues
LazyData
TRUE
RoxygenNote
6.1.1
Depends
R (>= 3.3.0), doParallel
Imports
data.table, rgl, stringr
Suggests
knitr, rmarkdown
VignetteBuilder
knitr
NeedsCompilation
no
Packaged
2019-06-11 14:01:49 UTC; Fred Viole
Repository
CRAN
Date/Publication
2019-06-11 16:20:12 UTC

install.packages('NNS')

0.4.2

a month ago

Fred Viole

GPL-3

Depends on

R (>= 3.3.0), doParallel

Imports

data.table, rgl, stringr

Suggests

knitr, rmarkdown

Discussions