Re: [R] Yule Kendall resistant measure of skewness

From: <tolga.i.uzuner_at_jpmorgan.com>
Date: Fri, 27 Jun 2008 19:11:02 +0100


Dear Jorge,
Many thanks, this is great.
Tolga

"Jorge Ivan Velez" <jorgeivanvelez_at_gmail.com> 27/06/2008 18:11

To
tolga.i.uzuner_at_jpmorgan.com
cc
r-help_at_r-project.org
Subject
Re: [R] Yule Kendall resistant measure of skewness

Dear Tolga,

See equation 2.6 here. 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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