statsmodels.stats.stattools.medcouple(y, axis=0)
[source]
Calculates the medcouple robust measure of skew.
Parameters: |
|
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Returns: |
mc – The medcouple statistic with the same shape as |
Return type: |
ndarray |
The current algorithm requires a O(N**2) memory allocations, and so may not work for very large arrays (N>10000).
[*] | 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