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

Nonlinear Nonparametric Statistics
https://github.com/ovvo-financial/nns

clustering econometrics machine-learning nonlinear nonparametric partial-moments statistics time-series

Last synced: 3 months ago
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Nonlinear Nonparametric Statistics

• Host: GitHub
• URL: https://github.com/ovvo-financial/nns
• Owner: OVVO-Financial
• Created: 2017-03-22T02:52:59.000Z (about 9 years ago)
• Default Branch: NNS-Beta-Version
• Last Pushed: 2026-02-14T16:04:55.000Z (4 months ago)
• Last Synced: 2026-02-15T00:43:11.167Z (4 months ago)
• Topics: clustering, econometrics, machine-learning, nonlinear, nonparametric, partial-moments, statistics, time-series
• Language: HTML
• Homepage: https://github.com/OVVO-Financial/NNS/blob/NNS-Beta-Version/examples/index.md
• Size: 985 MB
• Stars: 101
• Watchers: 6
• Forks: 29
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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[![packageversion](https://img.shields.io/badge/NNS%20version-11.6.5-blue.svg?style=flat-square)](https://github.com/OVVO-Financial/NNS/commits/NNS-Beta-Version)   [![Licence](https://img.shields.io/badge/licence-GPL--3-blue.svg)](https://www.gnu.org/licenses/gpl-3.0.en.html)



# NNS

NNS (Nonlinear Nonparametric Statistics) leverages partial moments – the fundamental [elements of variance](https://github.com/OVVO-Financial/NNS/blob/NNS-Beta-Version/examples/Partial%20Moments%20Equivalences.md) 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 & Hierarchical 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](https://www.ovvolabs.com)

## Current Version

Current [![NNS](https://img.shields.io/badge/NNS--blue.svg)](https://cran.r-project.org/package=NNS) CRAN version is  [![CRAN\_Status\_Badge](https://www.r-pkg.org/badges/version/NNS)](https://www.r-pkg.org/badges/version/NNS)

## Installation

[![NNS](https://img.shields.io/badge/NNS--blue.svg)](https://cran.r-project.org/package=NNS) requires [![minimal R version](https://img.shields.io/badge/R%3E%3D-3.5.0-6666ff.svg)](https://cran.r-project.org/).  See https://cran.r-project.org/ or [![installr](https://img.shields.io/badge/installr-0.18.0-blue.svg)](https://cran.r-project.org/package=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 11.6.5},

    url = {https://CRAN.R-project.org/package=NNS},

  }

```

## Thank you for your interest in NNS!

![](https://cranlogs.r-pkg.org/badges/NNS)

![](https://cranlogs.r-pkg.org/badges/grand-total/NNS)