stats.stattools.medcouple()
statsmodels.stats.stattools.medcouple
-
statsmodels.stats.stattools.medcouple(y, axis=0)
[source] -
Calculates the medcouple robust measure of skew.
Parameters: y : array-like
axis : int or None, optional
Axis along which the medcouple statistic is computed. If
None
, the entire array is used.Returns: mc : ndarray
The medcouple statistic with the same shape as
y
, with the specified axis removed.Notes
The current algorithm requires a O(N**2) memory allocations, and so may not work for very large arrays (N>10000).
[R57] M. Huberta and E. Vandervierenb, “An adjusted boxplot for skewed distributions” Computational Statistics & Data Analysis, vol. 52, pp. 5186-5201, August 2008.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.stattools.medcouple.html