NNS.FSD

Bi-directional test of first degree stochastic dominance using lower partial moments.

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, Stochastic dominance and Advanced Monte Carlo sampling.  All routines based on: Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric Statistics: Using Partial Moments (ISBN: 1490523995).

Fred Viole

Nonlinear Nonparametric Statistics

Roberto Spadim

NNS.FSD function

<dl><dt>x</dt>
<dd>a numeric vector.</dd>
<dt>y</dt>
<dd>a numeric vector.</dd>
<dt>type</dt>
<dd>options: ("discrete", "continuous"); <code>"discrete"</code> (default) selects the type of CDF.</dd>
<dt>plot</dt>
<dd>logical; <code>TRUE</code> (default) plots the FSD test.</dd></dl>

Arguments

Fred Viole, OVVO Financial Systems

Author

NNS FSD Test — NNS.FSD

<dl>

<dt>x</dt>
<dd>a numeric vector.</dd>


<dt>y</dt>
<dd>a numeric vector.</dd>


<dt>type</dt>
<dd>options: ("discrete", "continuous"); <code>"discrete"</code> (default) selects the type of CDF.</dd>


<dt>plot</dt>
<dd>logical; <code>TRUE</code> (default) plots the FSD test.</dd>

</dl>

NNS.FSD: NNS FSD Test

Description

Usage

Value

Arguments

Author

References

Examples