statsmodels.stats.stattools.medcouple¶

statsmodels.stats.stattools.medcouple(y, axis=0)[source]¶

Calculate the medcouple robust measure of skew.

Parameters:¶

y : array_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 – The medcouple statistic with the same shape as y, with the specified axis removed.

Return type:¶

ndarray

Notes

The current algorithm requires a O(N**2) memory allocations, and so may not work for very large arrays (N>10000).