NNS

Nonlinear Nonparametric Statistics

Last update: 20 February 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.9.7, 0.9.9, 0.1.1, 0.1.3, 0.1.6, 0.1.9.2, 0.1.9.4, 0.1.9, 0.1, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.3.0.1, 0.3.0, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.3.5, 0.3.6, 0.3.7, 0.3.8.1, 0.3.8.2, 0.3.8.3, 0.3.8.4, 0.3.8.6, 0.3.8.7, 0.3.8.8, 0.3.8, 0.3.9, 0.4.0, 0.4.1, 0.4.2, 0.4.3, 0.4.4, 0.4.5, 0.4.6, 0.4.7.1, 0.4.7, 0.4.8, 0.4.9, 0.5.0, 0.5.1, 0.5.2.1, 0.5.2, 0.5.3, 0.5.4.1, 0.5.4.2, 0.5.4.3, 0.5.4, 0.5.5, 0.5.6, 0.5.7, 0.6.1, 0.6.2, 0.6.3.1, 0.6.3.2, 0.6, 0.7.0.1, 0.7.0, 0.7.1, 0.7.2, 0.8.0, 0.8.1, 0.8.2, 0.8.3, 0.8.4.1, 0.8.4, 0.8.5, 0.8.61, 0.8.70, 0.9.0, 0.9.1, 0.9.2.1, 0.9.2, 0.9.3, 0.9.4, 0.9.5, 0.9.6.1, 0.9.6, 0.9.8, 0.9.9.1, 10.0, 10.1, 10.2, 10.3, 10.4, 10.5, 10.6

Description

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).