Mskekur 1.0

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):

Requirements:	No special requirements
Platforms:	Matlab
Keyword:	Analysis,  Complete,  Covariance,  Default,  Level,  Normalizes,  Outputs,  Significance,  Table
Users rating:	0/10