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
mcndarray

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).

*

M. Hubert and E. Vandervieren, “An adjusted boxplot for skewed distributions” Computational Statistics & Data Analysis, vol. 52, pp. 5186-5201, August 2008.