MaxSkew and MultiSkew: Two R packages for detecting, measuring and removing multivariate skewness

Abstract

The R packages MaxSkew and MultiSkew measure, test and remove skewness from multivariate data using their third-order standardized moments. Skewness is measured by scalar functions of the third standardized moment matrix. Skewness is tested with either the bootstrap or under normality. Skewness is removed by appropriate linear projections. The packages might be used to recover data features, as for example clusters and outliers. They are also helpful in improving the performances of statistical methods, as for example the Hotelling's one-sample test. The Iris dataset illustrates the usages of MaxSkew and MultiSkew.