SkewMardia function

Multivariate skewness as defined in Mardia (1970)

Sum of squared elements in the third standardized cumulant of the data matrix.

SkewMardia(data)

Arguments

• data: data matrix

Returns

• MardiaSkewness: Squared norm of the third cumulant of the standardized data

• pvalue: Probability of observing a value of MardiaSkewness greater than the observed one, when data are normally distributed.

References

Mardia, K.V. (1970), Measures of multivariate skewness and kurtosis with applications.Biometrika 57, 519-530.

Author(s)

Cinzia Franceschini and Nicola Loperfido

Note

The measure has been introduced in Mardia, K.V. (1970)

Examples

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