statsmodels.stats.stattools.medcouple

statsmodels.stats.stattools.medcouple(y, axis=0)

Calculates the medcouple robust measure of skew.

Parameters

yarray-like

axisint or None, optional

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