statsmodels.stats.stattools.medcouple¶
- statsmodels.stats.stattools.medcouple(y, axis=0)[source]¶
Calculate the medcouple robust measure of skew.
- Parameters
- yarray_like
Data to compute use in the estimator.
- axis{
int,None} 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.
- mc
Notes
The current algorithm requires a O(N**2) memory allocations, and so may not work for very large arrays (N>10000).
- *
M. Hubert and E. Vandervieren, “An adjusted boxplot for skewed distributions” Computational Statistics & Data Analysis, vol. 52, pp. 5186-5201, August 2008.