Dear Jorge,
Many thanks, this is great.
Tolga




"Jorge Ivan Velez" <jorgeivanvelez@gmail.com> 
27/06/2008 18:11

To
tolga.i.uzuner@jpmorgan.com
cc
r-help@r-project.org
Subject
Re: [R] Yule Kendall resistant measure of skewness







Dear Tolga,

See equation 2.6 here. Also try this:

# Yule Kendall resistant measure of skewness
YK=function(x){
qs=quantile(x,probs=c(0.25,0.5,.75))
res=(qs[1]-2*qs[2]+qs[3])/(qs[2]-qs[1])
names(res)=NULL
res
}

# Example
set.seed(123)
y=rnorm(100)

YK(y)
[1] 0.1340009

HTH,

Jorge

On Fri, Jun 27, 2008 at 7:08 AM, <tolga.i.uzuner@jpmorgan.com> wrote:
Dear R Users,

Is anyone aware of a package which calculates the Yule Kendall resistant
(to errors,outliers) measure of skewness ? An easy calculation to perform,
but was just wondering if a package exists (as the contents of that
package would probably include other cool things I would also be
interested).

Thanks,
Tolga

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and it is not intended as an offer or solicitation for the purchase
or sale of any financial instrument or as an official confirmation
of any transaction. In the event you are receiving the offering
materials attached below related to your interest in hedge funds or
private equity, this communication may be intended as an offer or
solicitation for the purchase or sale of such fund(s).  All market
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