NNS.dep {NNS} | R Documentation |
Returns the dependence and nonlinear correlation between two variables based on higher order partial moment matrices measured by frequency or area.
NNS.dep( x, y = NULL, asym = FALSE, p.value = FALSE, print.map = FALSE, ncores = NULL )
x |
a numeric vector, matrix or data frame. |
y |
|
asym |
logical; |
p.value |
logical; |
print.map |
logical; |
ncores |
integer; value specifying the number of cores to be used in the parallelized procedure. If NULL (default), the number of cores to be used is equal to the number of cores of the machine - 1. |
Returns the bi-variate "Correlation"
and "Dependence"
or correlation / dependence matrix for matrix input.
NNS.cor
has been deprecated (NNS >= 0.5.4)
and can be called via NNS.dep
.
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
## Not run: set.seed(123) x <- rnorm(100) ; y <- rnorm(100) NNS.dep(x, y) ## Correlation / Dependence Matrix x <- rnorm(100) ; y <- rnorm(100) ; z <- rnorm(100) B <- cbind(x, y, z) NNS.dep(B) ## End(Not run)