statsmodels.stats.stattools.medcouple

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

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.