Re: Adding multi-D skewness, kurtosis, and Jarque Bera test

[Søren Hauberg]

Hi

tir, 30 11 2010 kl. 10:40 -0800, skrev Philippe Pébay:
> We have written the following Octave functions providing the following 
> capabilities:
> 
> 1. A function calculating the multi-dimensional skewness and kurtosis of an 
> input data
> set, based on M.S. Srivastava, "A Measure of Skewness and Kurtosis and a 
> Graphical Method
> for Assessing Multivariate Normality", Stat. & Prob. Letters, 2 (1984)
> 
> 2. A function providing the multi-dimensional extension of the Jarque-Bera 
> test for
> normality of observations, based on K. Koizumi et al, "On Jarque-Bera Tests 
> for Assessing
> Multivariate Normality", J. Statistics: Advances in Theory and Application, 1 
> (2009)
> 
> We would like to contribute these functions to either Octave or Octave-Forge 
> and would
> appreciate feedback as to which of the two is the most appropriate for these 
> functions.

These sounds like good contributions to me. A couple of comments:

      * It's easier for us to give comments if you send the code :-)
      * In general, there is a trend towards moving functions from
        Octave to Octave-Forge if these are not in core Matlab. I think
        it was previously discussed if we should move functions like
        'kurtosis' to Octave-Forge. So, it could be that your
        contributions are best suited for Octave-Forge.

Soren