Re: [R] Yule Kendall resistant measure of skewness

From: Jorge Ivan Velez <jorgeivanvelez_at_gmail.com>
Date: Fri, 27 Jun 2008 13:11:46 -0400

Dear Tolga,

See equation 2.6
here<http://secamlocal.ex.ac.uk/people/staff/dbs202/cag/courses/MT37C/course/node14.html>. Also try this:

# Yule Kendall resistant measure of skewness YK=function(x){
qs=quantile(x,probs=c(0.25,0.5,.75))
res=(qs[1]-2*qs[2]+qs[3])/(qs[2]-qs[1])
names(res)=NULL
res
}

# Example
set.seed(123)
y=rnorm(100)

YK(y)
[1] 0.1340009

HTH, Jorge

On Fri, Jun 27, 2008 at 7:08 AM, <tolga.i.uzuner_at_jpmorgan.com> wrote:

> Dear R Users,
>
> Is anyone aware of a package which calculates the Yule Kendall resistant
> (to errors,outliers) measure of skewness ? An easy calculation to perform,
> but was just wondering if a package exists (as the contents of that
> package would probably include other cool things I would also be
> interested).
>
> Thanks,
> Tolga
>
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