statsmodels.stats.stattools.medcouple¶
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statsmodels.stats.stattools.
medcouple
(y, axis=0)[source]¶ Calculates the medcouple robust measure of skew.
Parameters: 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).
[*] M. Huberta and E. Vandervierenb, “An adjusted boxplot for skewed distributions” Computational Statistics & Data Analysis, vol. 52, pp. 5186-5201, August 2008.