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

[Philippe Pébay]

Good morning,

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.

Thank you.

Best regards,
P. Pébay
--
Philippe Pébay
Sandia National Laboratories