skewness

Purpose

Compute the sample skewness.

Format

g = skewness(x[, bias])
Parameters
  • x (Matrix) – Nxk, sample data.

  • bias (Scalar) – Optional argument. Indicator for bias correction. If anything other than 0, bias correction is used. Default = 0.

Returns

g (Scalar) – Sample skewness.

Examples

Example One: Vector input

// Generate random vector of residuals
rndseed 929212;
resid = rndn(150, 1);

// Compute sample skewness
g = skewness(resid);

The code above results in the following:

g = 0.3049

Example Two: Matrix input

// Generate random vector of residuals
rndseed 929212;
resid = rndn(150, 2);

// Compute sample skewness
g = skewness(resid);

The code above results in the following:

g = 0.26494746   -0.14941577

See also

Functions kurtosis(), JarqueBera()