NNS: Nonlinear Nonparametric Statistics

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, 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).

Version: 11.6.2
Depends: R (≥ 3.6.0)
Imports: data.table, doParallel, foreach, quantmod, Rcpp, RcppParallel, Rfast, rgl, xts, zoo
LinkingTo: Rcpp, RcppParallel
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-10-04
DOI: 10.32614/CRAN.package.NNS
Author: Fred Viole [aut, cre], Roberto Spadim [ctb]
Maintainer: Fred Viole <ovvo.financial.systems at gmail.com>
BugReports: https://github.com/OVVO-Financial/NNS/issues
License: GPL-3
NeedsCompilation: yes
SystemRequirements: GNU make
Materials: README
In views: Econometrics
CRAN checks: NNS results

Documentation:

Reference manual: NNS.html , NNS.pdf
Vignettes: Getting Started with NNS: Classification (source, R code)
Getting Started with NNS: Clustering and Regression (source, R code)
Getting Started with NNS: Comparing Distributions (source, R code)
Getting Started with NNS: Correlation and Dependence (source, R code)
Getting Started with NNS: Forecasting (source, R code)
Getting Started with NNS: Overview (source, R code)
Getting Started with NNS: Partial Moments (source, R code)
Getting Started with NNS: Sampling and Simulation (source, R code)

Downloads:

Package source: NNS_11.6.2.tar.gz
Windows binaries: r-devel: NNS_11.6.2.zip, r-release: NNS_11.6.2.zip, r-oldrel: NNS_11.6.2.zip
macOS binaries: r-release (arm64): NNS_11.6.2.tgz, r-oldrel (arm64): NNS_11.6.2.tgz, r-release (x86_64): NNS_11.6.2.tgz, r-oldrel (x86_64): NNS_11.6.2.tgz
Old sources: NNS archive

Reverse dependencies:

Reverse imports: practicalSigni, RandomWalker
Reverse suggests: influential

Linking:

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