Mskekur

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):