SkewMardia: Multivariate skewness as defined in Mardia (1970)

Description Usage Arguments Value Note Author(s) References Examples

View source: R/SkewMardia.R

Description

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

Usage

1

Arguments

data

data matrix

Value

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.

Note

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

Author(s)

Cinzia Franceschini and Nicola Loperfido

References

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

Examples

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

MultiSkew documentation built on May 2, 2019, 9:36 a.m.