Data

Tools

Indexes

Applications

Experiments

Open Source Science

NNS

Nonlinear Nonparametric Statistics

https://github.com/ovvo-financial/nns

Science Score: 39.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ✓
    DOI references
    Found 2 DOI reference(s) in README
  • ○
    Academic publication links
  • ○
    Committers with academic emails
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (11.6%) to scientific vocabulary

Keywords

clustering econometrics machine-learning nonlinear nonparametric partial-moments statistics time-series
Last synced: 6 months ago · JSON representation

Repository

Nonlinear Nonparametric Statistics

Basic Info
Statistics
  • Stars: 88
  • Watchers: 6
  • Forks: 26
  • Open Issues: 0
  • Releases: 0
Topics
clustering econometrics machine-learning nonlinear nonparametric partial-moments statistics time-series
Created almost 9 years ago · Last pushed 6 months ago
Metadata Files
Readme

README.md

packageversion Licence

NNS

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.

NNS delivers a comprehensive suite of advanced statistical techniques, including: - Numerical Integration & Numerical Differentiation - Partitional & Hierarchial Clustering - Nonlinear Correlation & Dependence - Causal Analysis - Nonlinear Regression & Classification - ANOVA - Seasonality & Autoregressive Modeling - Normalization - Stochastic Dominance - Advanced Monte Carlo Sampling

Companion R-package and datasets to:

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" (ISBN: 1490523995)

For a quantitative finance implementation of NNS, see OVVO Labs

Current Version

Current NNS CRAN version is CRAN\_Status\_Badge

Installation

NNS requires minimal R version. See https://cran.r-project.org/ or installr for upgrading to latest R release.

r library(remotes); remotes::install_github('OVVO-Financial/NNS', ref = "NNS-Beta-Version") or via CRAN r install.packages('NNS')

Examples

Please see https://github.com/OVVO-Financial/NNS/blob/NNS-Beta-Version/examples/index.md for basic partial moments equivalences, hands-on statistics, machine learning and econometrics examples.

Citation

@Manual{, title = {NNS: Nonlinear Nonparametric Statistics}, author = {Fred Viole}, year = {2016}, note = {R package version 11.6}, url = {https://CRAN.R-project.org/package=NNS}, }

Thank you for your interest in NNS!

Owner

  • Login: OVVO-Financial
  • Kind: user

Operated and maintained by Fred Viole. Each repository represents a current area of research interest. Papers available at: https://ssrn.com/author=1421356

GitHub Events

Total
  • Issues event: 3
  • Watch event: 17
  • Member event: 1
  • Issue comment event: 22
  • Push event: 69
  • Fork event: 3
Last Year
  • Issues event: 3
  • Watch event: 17
  • Member event: 1
  • Issue comment event: 22
  • Push event: 69
  • Fork event: 3

Committers

Last synced: about 2 years ago

All Time
  • Total Commits: 4,014
  • Total Committers: 3
  • Avg Commits per committer: 1,338.0
  • Development Distribution Score (DDS): 0.014
Past Year
  • Commits: 194
  • Committers: 1
  • Avg Commits per committer: 194.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
OVVO-Financial o****s@g****m 3,959
Roberto Spadim r****o@s****r 51
OVVO-Financial o****s@g****m 4
Committer Domains (Top 20 + Academic)
spadim.com.br: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 5
  • Total pull requests: 8
  • Average time to close issues: over 1 year
  • Average time to close pull requests: 24 minutes
  • Total issue authors: 3
  • Total pull request authors: 2
  • Average comments per issue: 1.0
  • Average comments per pull request: 0.0
  • Merged pull requests: 8
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 1
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 1
  • Pull request authors: 0
  • Average comments per issue: 0.0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • barracuda156 (2)
  • rspadim (2)
  • KnutJaegersberg (1)
Pull Request Authors
  • rspadim (6)
  • OVVO-Financial (2)
Top Labels
Issue Labels
enhancement (2)
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 1,473 last-month
  • Total docker downloads: 20,358
  • Total dependent packages: 2
  • Total dependent repositories: 1
  • Total versions: 111
  • Total maintainers: 1
cran.r-project.org: NNS

Nonlinear Nonparametric Statistics

  • Versions: 111
  • Dependent Packages: 2
  • Dependent Repositories: 1
  • Downloads: 1,473 Last month
  • Docker Downloads: 20,358
Rankings
Docker downloads count: 1.2%
Forks count: 3.6%
Stargazers count: 6.6%
Downloads: 8.5%
Average: 9.6%
Dependent packages count: 13.2%
Dependent repos count: 24.3%
Maintainers (1)
ovvo.financial.systems@gmail.com
Last synced: 6 months ago

Dependencies

.github/workflows/r.yml actions
  • actions/checkout v3 composite
  • r-lib/actions/setup-r f57f1301a053485946083d7a45022b278929a78a composite
DESCRIPTION cran
  • R >= 3.5.0 depends
  • doParallel * depends
  • Rcpp * imports
  • RcppParallel * imports
  • Rfast * imports
  • caret * imports
  • data.table * imports
  • meboot * imports
  • quantmod * imports
  • rgl * imports
  • stringr * imports
  • xts * imports
  • zoo * imports
  • knitr * suggests
  • rmarkdown * suggests
  • testthat >= 3.0.0 suggests