|
|
| File Information |
| Description |
Calculates the Mardia's multivariate skewness and kurtosis coefficients as well as their corresponding statistical tests. For large sample size the multivariate skewness is asymptotically distributed as a Chi-square random variable; here it is corrected for small sample size. Likewise, the multivariate kurtosis it is distributed as a unit-normal.
Inputs:
X - multivariate data matrix [Size of matrix must be n(data)-by-p (variables)].
c - normalizes covariance matrix by n (c=1[default]) or by n-1 (c~=1)
alpha - significance level (default = 0.05).
Outputs:
-Complete statistical analysis table of both multivariate Mardia's skewness and kurtosis.
-Chi-square quantile-quantile (Q-Q) plot of the squared Mahalanobis distances of the observations from the mean vector.
-The file ask you whether or not are you interested to label the n data points on the Q-Q plot:
Are you interested to explore all the n data points? (y/n): |
| Required Products |
Statistics Toolbox
|
| MATLAB release |
MATLAB 5.3 (R11)
|
|
Tags for This File
|
| Everyone's Tags |
|
| Tags I've Applied |
|
| Add New Tags |
Please login to tag files.
|
| Comments and Ratings (3) |
| 01 Nov 2007 |
Ji Cling
|
|
|
| 01 Nov 2007 |
Michael Hamman
|
|
|
| 12 Sep 2008 |
M. Azim
|
|
|
| Updates |
| 05 Jun 2003 |
It was added an appropriate format to cite this file. |
| 15 Aug 2005 |
Text was improved. |
| 01 Oct 2007 |
Version 2.0. Copyright. September 30, 2007
-- This new version normalizes covariance matrix by n or n-1 (n=number of observations).
The previous version 1.0, normalized covariance matrix only by n-1 -- |
| 01 Oct 2007 |
Chi-square Q-Q plot of the squared Mahalanobis distances of the observations from the mean vector and the n point labels were added. |
| 02 Oct 2007 |
Text was improved. |
|
Contact us at files@mathworks.com