Nonlinear Nonparametric Statistics // 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 and Stochastic dominance. All routines based on:
Viole, F. and Nawrocki, D. (2013), Nonlinear Nonparametric
Statistics: Using Partial Moments (ISBN: 1490523995).