NNS.CDF {NNS} | R Documentation |
This function generates an empirical CDF using partial moment ratios LPM.ratio, and resulting survival, hazard and cumulative hazard functions.
NNS.CDF(variable, degree = 0, target = NULL, type = "CDF", plot = TRUE)
variable |
a numeric vector or data.frame of 2 variables for joint CDF. |
degree |
integer; |
target |
numeric; |
type |
options("CDF", "survival", "hazard", "cumulative hazard"); |
plot |
logical; plots CDF. |
Returns:
"Function"
a data.table containing the observations and resulting CDF of the variable.
"target.value"
value from the target
argument.
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
Viole, F. (2017) "Continuous CDFs and ANOVA with NNS" https://www.ssrn.com/abstract=3007373
set.seed(123) x <- rnorm(100) NNS.CDF(x) ## Not run: ## Empirical CDF (degree = 0) NNS.CDF(x) ## Continuous CDF (degree = 1) NNS.CDF(x, 1) ## Joint CDF x <- rnorm(5000) ; y <- rnorm(5000) A <- cbind(x,y) NNS.CDF(A, 0) ## Joint CDF with target NNS.CDF(A, 0, target = c(0,0)) ## End(Not run)