NNS.PDF {NNS} | R Documentation |
This function generates an empirical PDF using dy.dx on NNS.CDF.
NNS.PDF(variable, degree = 1, target = NULL, bins = NULL, plot = TRUE)
variable |
a numeric vector. |
degree |
integer; |
target |
a numeric range of values [a,b] where a < b. |
bins |
integer; |
plot |
logical; plots PDF. |
Returns a data.table containing the intervals used and resulting PDF of the variable.
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) NNS.PDF(x) ## Custom target range NNS.PDF(x, target = c(-5, 5)) ## End(Not run)