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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Reference manual

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install.packages("NNS")

0.5.5 by Fred Viole, 2 months ago


Report a bug at https://github.com/OVVO-Financial/NNS/issues


Browse source code at https://github.com/cran/NNS


Authors: Fred Viole


Documentation:   PDF Manual  


Task views: Econometrics


GPL-3 license


Imports data.table, dtw, meboot, Rfast, rgl, stringr, tdigest

Depends on doParallel

Suggests knitr, rmarkdown


Suggested by influential.


See at CRAN