_PACKAGE

NNS-package

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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NNS (Nonlinear Nonparametric Statistics) leverages partial moments – the fundamental elements of variance that asymptotically approximate the area under f(x) – to provide a robust foundation for nonlinear analysis while maintaining linear equivalences.  NNS delivers a comprehensive suite of advanced statistical techniques, including: 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 function

Maintainer: Fred Viole <a href="/link/ovvo.financial.systems%40gmail.com?package=NNS&version=11.4.1" data-mini-rdoc="NNS::ovvo.financial.systems@gmail.com">ovvo.financial.systems@gmail.com</a>
Other contributors:<ul>
<li>Roberto Spadim [contributor]</li>
</ul>

Author

NNS: Nonlinear Nonparametric Statistics — NNS

Maintainer: Fred Viole <a href='mailto:ovvo.financial.systems@gmail.com'>ovvo.financial.systems@gmail.com</a>
Other contributors:<ul>
<li>Roberto Spadim [contributor]</li>
</ul>

NNS: NNS: Nonlinear Nonparametric Statistics

Description

Arguments

Author

See Also