Co.UPM {NNS} | R Documentation |
This function generates a co-upper partial moment between two equal length variables for any degree or target.
Co.UPM(degree.x, degree.y, x, y, target.x = mean(x), target.y = mean(y))
degree.x |
integer; Degree for variable X. |
degree.y |
integer; Degree for variable Y. |
x |
a numeric vector. |
y |
a numeric vector of equal length to |
target.x |
numeric; Typically the mean of Variable X for classical statistics equivalences, but does not have to be. (Vectorized) |
target.y |
numeric; Typically the mean of Variable Y for classical statistics equivalences, but does not have to be. (Vectorized) |
Co-UPM of two variables
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp
set.seed(123) x <- rnorm(100) ; y <- rnorm(100) Co.UPM(0, 0, x, y, mean(x), mean(y))