Compute sample lower partial moments of data
lpm(Data) lpm(Data, MAR) lpm(Data, MAR, Order) Moment = lpm(Data, MAR, Order)
(Optional) Scalar minimum acceptable return (default
(Optional) Either a scalar or a
NUMSERIES assets with
a scalar minimum acceptable return
MAR, and one
or more nonnegative moment orders in a
lower partial moments relative to
MAR for each
asset in a
NUMORDERS x NUMSERIES matrix
Moment is a
x NUMSERIES matrix of lower partial moments with
NUMSERIES series, that is, each row contains
lower partial moments for a given order.
To compute upper partial moments, reverse the signs of both
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