dynare/matlab/gsa/gsa_skewness.m

29 lines
964 B
Matlab

function s=gsa_skewness(y),
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu
% Copyright (C) 2012 European Commission
% Copyright (C) 2012 Dynare Team
%
% 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/>.
% y=stand_(y);
% s=mean(y.^3);
m2=mean((y-mean(y)).^2);
m3=mean((y-mean(y)).^3);
s=m3/m2^1.5;