UPM.ratio

This function generates a standardized univariate upper partial moment
 of any non‑negative degree for a given target.

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

UPM.ratio function

<dl><dt>degree</dt>
<dd>numeric; degree = 0 gives frequency, degree = 1 gives area.</dd>
<dt>target</dt>
<dd>numeric vector; threshold(s). Defaults to mean(variable).</dd>
<dt>variable</dt>
<dd>numeric vector or data‑frame column to evaluate.</dd></dl>

Arguments

Fred Viole, OVVO Financial Systems

Author

Upper Partial Moment Ratio — UPM.ratio

<dl>

<dt>degree</dt>
<dd>numeric; degree = 0 gives frequency, degree = 1 gives area.</dd>


<dt>target</dt>
<dd>numeric vector; threshold(s). Defaults to mean(variable).</dd>


<dt>variable</dt>
<dd>numeric vector or data‑frame column to evaluate.</dd>

</dl>

UPM.ratio: Upper Partial Moment Ratio

Description

Usage

Value

Arguments

Author

References