PartialSkew function

PartialSkew

Multivariate skewness, as defined in Mori, Rohatgi e Szekely (1993).

PartialSkew(data)

Arguments

• data: data matrix

Returns

• Vector: The vector-valued skewness introduced by Mori et al (1993)

• Scalar: The squared norm of Vector

• pvalue: The probability of observing a value of Scalar greater than the observed one, when data are normally distributed

References

Mori T.F., Rohatgi V.K. and Szekely G.J. (1993). On multivariate skewness and kurtosis. Theory Probab. Appl. 38, 547-551.

Author(s)

Cinzia Franceschini and Nicola Loperfido

Examples

data(PM10_2006)
PM10_2006_matrix<-data.matrix(PM10_2006)
PartialSkew(PM10_2006_matrix[,2:5])