Figure 3
Plots showing kurtosis versus skewness for the 2996 bond classes in the AceDRG tables from June 2014. (a) shows data corresponding to all classes (black), as well as identifying classes that have no extreme outliers (red). Note that extreme outliers (Z-score > 5) are now removed by AceDRG. It is evident that classes with extreme outliers had a tendency to have a high absolute skewness and/or high kurtosis. For reference, a point corresponding to the normal distribution is also shown (blue). (b) shows the same plot, with observations coloured according to the multimodality index (which is a modified version of Sarle's coefficient) using a colour gradient from black (high) to red (low). Classes with a high multimodality index have a particularly low kurtosis given the skewness. To illustrate this, points corresponding to the 50 bond classes with the highest multimodality indices are highlighted with circles. This figure was produced by R (R Core Team, 2013). |