NNS TSD Test uni-directional

Uni-directional test of third degree stochastic dominance using lower partial moments used in SD Efficient Set routine.

Usage

NNS.TSD.uni(x, y)

Arguments

x

a numeric vector.

y

a numeric vector.

Value

Returns (1) if "X TSD Y", else (0).

References

Viole, F. and Nawrocki, D. (2016) "LPM Density Functions for the Computation of the SD Efficient Set." Journal of Mathematical Finance, 6, 105-126. doi:10.4236/jmf.2016.61012 .

Author

Fred Viole, OVVO Financial Systems

Examples

if (FALSE) { # \dontrun{
set.seed(123)
x <- rnorm(100) ; y <- rnorm(100)
NNS.TSD.uni(x, y)
} # }