2017-05-16 12:42:01 +02:00
|
|
|
function s=gsa_skewness(y)
|
2011-12-09 21:13:16 +01:00
|
|
|
|
2017-02-03 12:48:27 +01:00
|
|
|
% Written by Marco Ratto
|
|
|
|
% Joint Research Centre, The European Commission,
|
2017-05-16 15:10:20 +02:00
|
|
|
% marco.ratto@ec.europa.eu
|
2017-02-03 12:48:27 +01:00
|
|
|
|
|
|
|
% Copyright (C) 2012 European Commission
|
2017-05-18 18:36:38 +02:00
|
|
|
% Copyright (C) 2012-2017 Dynare Team
|
2012-01-09 13:12:31 +01:00
|
|
|
%
|
|
|
|
% This file is part of Dynare.
|
|
|
|
%
|
|
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
|
|
% it under the terms of the GNU General Public License as published by
|
|
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
|
|
% (at your option) any later version.
|
|
|
|
%
|
|
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
|
|
% GNU General Public License for more details.
|
|
|
|
%
|
|
|
|
% You should have received a copy of the GNU General Public License
|
|
|
|
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
|
|
|
2011-12-09 21:13:16 +01:00
|
|
|
% y=stand_(y);
|
|
|
|
% s=mean(y.^3);
|
2017-05-16 15:10:20 +02:00
|
|
|
m2=mean((y-mean(y)).^2);
|
|
|
|
m3=mean((y-mean(y)).^3);
|
|
|
|
s=m3/m2^1.5;
|