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 modelling, 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")

0.3.0.1 by Fred Viole, 18 days ago


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


Authors: Fred Viole


Documentation:   PDF Manual  


GPL-3 license


Depends on data.table, rgl, stringr

Suggests knitr, rmarkdown


See at CRAN