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).


Reference manual

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install.packages("NNS") by Fred Viole, 11 days ago

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Authors: Fred Viole

Documentation:   PDF Manual  

Task views: Econometrics

GPL-3 license

Imports caret, data.table, dtw, dynlm, meboot, Quandl, Rfast, rgl, stringr, tdigest, tseries, zoo

Depends on doParallel

Suggests knitr, rmarkdown

Suggested by influential.

See at CRAN