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Persistent link: https://www.econbiz.de/10012824663
Partial derivatives have a special place in economics since the marginal revolution of the 1850s. We present results from multivariate partial derivative estimates using nonlinear non-parametric regressions in a finite difference method, accessible via the R-package NNS. Numerical partial...
Persistent link: https://www.econbiz.de/10012824721
The R package for maximum entropy bootstrap (meboot) is widely used for numerous applications involving statistical inference for time series data without having to do differencing or de-trending. We report some simulations confirming its effectiveness. It has been used for simulating time...
Persistent link: https://www.econbiz.de/10012831864
Persistent link: https://www.econbiz.de/10012053357
Nonlinear nonparametric statistics (NNS) algorithm offers new tools for curve fitting. A relationship between k-means clustering and NNS regression points is explored with graphics showing a perfect fit in the limit. The goal of this paper is to demonstrate NNS as a form of unsupervised...
Persistent link: https://www.econbiz.de/10012967640
We present a fundamentally unique method of nonparametric regression using clusters and test it against classically established methods. We compare two nonlinear regression estimation packages called ‘NNS', Viole (NNS: nonlinear nonparametric statistics, 2016), and ‘np', Hayfield and Racine...
Persistent link: https://www.econbiz.de/10012967797