R Package GeneralCorr Functions for Portfolio Choice

We explain the usage of the following new R functions in my package called ‘generalCorr’ Vinod (2021b). The function sudoCoefParcor() is for pseudo regression coefficients from kernel regressions. They are a nonlinear version of regression coefficients from standardized data. The functions decileVote(), momentVote(), exactSdMtx() compute exact computation of stochastic dominance from ECDF areas. dif4mtx() computes growth, change in growth, etc., up-to order 4 differencing of time series. The function bootDom12() reports bootstrap confidence intervals for any confidence level. We illustrate all these functions with a toy example of only seven observations. The last section has the code which produced various tables in this document