statsmodels.stats.stattools.medcouple

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

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.

Returns:

mc : ndarray

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).

[R57]

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