PartialSkew {MultiSkew}

PartialSkew

Description

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

Usage

PartialSkew(data)

Arguments

data

data matrix

Value

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

Author(s)

Cinzia Franceschini and Nicola Loperfido

References

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

Examples

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