NNS
Nonlinear Nonparametric Statistics
Last update: 20 February 2024
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
Copyright license: GNU General Public License, version 3.0
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).
