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 – The medcouple statistic with the same shape as y, with the specified axis removed.

Return type:

ndarray

Notes

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