NNS (Q60495)

NNS (Nonlinear Nonparametric Statistics) leverages partial moments – the fundamental elements of variance that asymptotically approximate the area under f(x) – to provide a robust foundation for nonlinear analysis while maintaining linear equivalences. Designed for real-world data that violates symmetry, linearity, or distributional assumptions, NNS delivers a comprehensive suite of advanced statistical techniques, including: Numerical integration, Numerical differentiation, Clustering, Correlation, Dependence, Causal analysis, ANOVA, Regression, Classification, Seasonality, Autoregressive modeling, Normalization, Stochastic superiority / dominance and Advanced Monte Carlo sampling. All routines based on: Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric Statistics: Using Partial Moments (ISBN: 1490523995, Second edition: <https://ovvo-financial.github.io/NNS/book/>).