UPM {NNS} | R Documentation |
This function generates a univariate upper partial moment for any degree or target.
UPM(degree, target, variable)
degree |
integer; |
target |
numeric; Typically set to mean, but does not have to be. (Vectorized) |
variable |
a numeric vector. |
UPM of 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
set.seed(123) x <- rnorm(100) UPM(0, mean(x), x)