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