skewness: Sample skewness functions

In paulnorthrop/stat1004: stat1004: Introduction to Probability and Statistics at UCL

Description

Calculates sample measures of skewness (the sample quartile skewness or standardized sample skewness) of a vector of data, or of each column of a matrix of data, based on the estimators described in the the STAT002 notes.

Usage

q_skew(x, type = 6, na.rm = FALSE)

skew(x, na.rm = FALSE)

Arguments

x	A numeric vector or matrix.
type	Relevant to q_skew only. Argument type used in the call to quantile to estimate the 25%, 50% and 75% quantiles.
na.rm	A logical scalar. If true, any NA and NaNs are removed from x before the constituent parts of the sample skewness are computed.

Details

See Section 2.3 of the STAT002 notes.

Sample quartile skewness. Let q_L, m and q_U be the sample lower quartile, mean and upper quartile respectively. A measure of skewness often called the quartile skewness is given by

[ (q_U - m) - (m - qL) ] / (q_U - q_L).

Standardized sample skewness. Denote a vector of data by (x_1, ..., x_n) and let xbar and s be the sample mean and sample standard deviation respectively. The standardized sample skewness is given by

(1 / n) ∑ (x_i - xbar) ^ 3 / s ^ 3,

where the summation ∑ is over i = 1, ..., n.

Value

A numeric scalar (if the input was a vector) or vector (if the input was a matrix).

See Also

quantile for calculating sample quantiles.

mean for the sample mean.

sd for the sample standard deviation.

Examples

birth_times <- ox_births[, "time"]
skew(birth_times)
q_skew(birth_times)

paulnorthrop/stat1004 documentation built on Nov. 17, 2019, 3:49 a.m.