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Nonlinear nonparametric statistics using partial moments. Partial moments are the elements of variance and asymptotically approximate the area of f(x). These robust statistics provide the basis for nonlinear analysis while retaining linear equivalences. NNS offers: Numerical integration, Numerical differentiation, Clustering, Correlation, Dependence, Causal analysis, ANOVA, Regression, Classification, Seasonality, Autoregressive modeling, Normalization, Stochastic dominance and Advanced Monte Carlo sampling. All routines based on: Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric Statistics: Using Partial Moments (ISBN: 1490523995).
Version: | 10.9.1 |
Depends: | R (≥ 3.6.0), doParallel |
Imports: | data.table, foreach, quantmod, Rcpp, RcppParallel, Rfast, rgl, xts, zoo |
LinkingTo: | Rcpp, RcppParallel |
Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
Published: | 2024-08-23 |
DOI: | 10.32614/CRAN.package.NNS |
Author: | Fred Viole [aut, cre], Roberto Spadim [ctb] |
Maintainer: | Fred Viole <ovvo.financial.systems at gmail.com> |
BugReports: | https://github.com/OVVO-Financial/NNS/issues |
License: | GPL-3 |
NeedsCompilation: | yes |
SystemRequirements: | GNU make |
Materials: | README |
In views: | Econometrics |
CRAN checks: | NNS results |
Package source: | NNS_10.9.1.tar.gz |
Windows binaries: | r-devel: NNS_10.9.1.zip, r-release: NNS_10.9.1.zip, r-oldrel: NNS_10.9.1.zip |
macOS binaries: | r-release (arm64): NNS_10.9.1.tgz, r-oldrel (arm64): NNS_10.9.1.tgz, r-release (x86_64): NNS_10.9.1.tgz, r-oldrel (x86_64): NNS_10.9.1.tgz |
Old sources: | NNS archive |
Reverse imports: | practicalSigni |
Reverse suggests: | influential |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.