33 lines
1.0 KiB
Matlab
33 lines
1.0 KiB
Matlab
function s=skewness(y)
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% s=skewness(y)
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% Compute normalized skewness of y
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% Inputs:
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% - y [double] input vector
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% Outputs:
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% - s [double] standardized skewness
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% Written by Marco Ratto
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% Joint Research Centre, The European Commission,
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% marco.ratto@ec.europa.eu
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% Copyright © 2012 European Commission
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% Copyright © 2012-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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m2=mean((y-mean(y)).^2);
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m3=mean((y-mean(y)).^3);
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s=m3/m2^1.5; |