Divergent Partial Moment nD — DPM_nD • NNS

This function generates the aggregate n‑dimensional divergent partial moment (n >= 2) for any degree or target.

Usage

DPM_nD(data, target, degree = 0, norm = TRUE)

Arguments

data: A numeric matrix with observations in rows and variables in columns.
target: A numeric vector, length equal to ncol(data).
degree: numeric; degree for upper deviations (0 = frequency, 1 = area).
norm: logical; if TRUE (default) normalize to the maximum observed value (→ [0,1]), otherwise return the raw moment.

Value

Numeric; the n‑dimensional co‑upper partial moment.

Examples

if (FALSE) { # \dontrun{
mat <- matrix(rnorm(200), ncol = 4)
DPM_nD(mat, rep(0, ncol(mat)), degree = 1, norm = FALSE)
} # }