R help - Jun 2008 - Yule Kendall resistant measure of skewness

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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Dear Tolga,

See equation 2.6
here<http://secamlocal.ex.ac.uk/people/staff/dbs202/cag/courses/MT37C/course/node14.html>.
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
>
> Generally, this communication is for informational purposes only
> 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
> prices, data and other information are not warranted as to
> completeness or accuracy and are subject to change without notice.
> Any comments or statements made herein do not necessarily reflect
> those of JPMorgan Chase & Co., its subsidiaries and affiliates.
>
> This transmission may contain information that is privileged,
> confidential, legally privileged, and/or exempt from disclosure
> under applicable law. If you are not the intended recipient, you
> are hereby notified that any disclosure, copying, distribution, or
> use of the information contained herein (including any reliance
> thereon) is STRICTLY PROHIBITED. Although this transmission and any
> attachments are believed to be free of any virus or other defect
> that might affect any computer system into which it is received and
> opened, it is the responsibility of the recipient to ensure that it
> is virus free and no responsibility is accepted by JPMorgan Chase &
> Co., its subsidiaries and affiliates, as applicable, for any loss
> or damage arising in any way from its use. If you received this
> transmission in error, please immediately contact the sender and
> destroy the material in its entirety, whether in electronic or hard
> copy format. Thank you.
> Please refer to http://www.jpmorgan.com/pages/disclosures for
> disclosures relating to UK legal entities.
>        [[alternative HTML version deleted]]
>
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