--- /dev/null
+function [R]=y2res(Y)
+% Y2RES evaluates basic statistics of a data series
+%
+% R = y2res(y)
+% several statistics are estimated from each column of y
+%
+% OUTPUT:
+% R.N number of samples, NaNs are not counted
+% R.SUM sum of samples
+% R.MEAN mean
+% R.STD standard deviation
+% R.VAR variance
+% R.Max Maximum
+% R.Min Minimum
+% ... and many more including:
+% MEDIAN, Quartiles, Variance, standard error of the mean (SEM),
+% Coefficient of Variation, Quantization (QUANT), TRIMEAN, SKEWNESS,
+% KURTOSIS, Root-Mean-Square (RMS), ENTROPY
+%
+
+% $Id: y2res.m 5090 2008-06-05 08:12:04Z schloegl $
+% Copyright (C) 1996-2005,2008 by Alois Schloegl <a.schloegl@ieee.org>
+% This is part of the TSA-toolbox
+% http://octave.sourceforge.net/
+% http://www.dpmi.tugraz.at/~schloegl/matlab/tsa/
+%
+% This program is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% This program is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with this program. If not, see <http://www.gnu.org/licenses/>.
+
+
+[R.SUM, R.N, R.SSQ] = sumskipnan(Y,1);
+%R.S3P = sumskipnan(Y.^3,1);
+R.S4P = sumskipnan(Y.^4,1);
+%R.S5P = sumskipnan(Y.^5,1);
+
+R.MEAN = R.SUM./R.N;
+R.MSQ = R.SSQ./R.N;
+R.RMS = sqrt(R.MSQ);
+R.SSQ0 = R.SSQ-R.SUM.*R.MEAN; % sum square of mean removed
+
+if 1,%flag_implicit_unbiased_estim,
+ n1 = max(R.N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and STE are INF
+else
+ n1 = R.N;
+end;
+
+R.VAR = R.SSQ0./n1; % variance (unbiased)
+R.STD = sqrt(R.VAR); % standard deviation
+R.SEM = sqrt(R.SSQ0./(R.N.*n1)); % standard error of the mean
+R.SEV = sqrt(n1.*(n1.*R.S4P./R.N+(R.N.^2-2*R.N+3).*(R.SSQ./R.N).^2)./(R.N.^3)); % standard error of the variance
+R.Coefficient_of_variation = R.STD./R.MEAN;
+
+R.CM2 = R.SSQ0./n1;
+
+R.Max = max(Y,[],1);
+R.Min = min(Y,[],1);
+
+%R.NormEntropy = log2(sqrt(2*pi*exp(1)))+log2(R.STD);
+
+Q0500=repmat(nan,1,size(Y,2));
+Q0250=Q0500;
+Q0750=Q0500;
+%MODE=Q0500;
+for k = 1:size(Y,2),
+ tmp = sort(Y(:,k));
+ Q0250(k) = flix(tmp,R.N(k)/4 + 0.75);
+ Q0500(k) = flix(tmp,R.N(k)/2 + 0.50);
+ Q0750(k) = flix(tmp,R.N(k)*3/4 + 0.25);
+ tmp = diff(tmp);
+
+ pdf = diff([0; find(tmp>0); R.N(k)])/R.N(k); % empirical probability distribution
+ R.ENTROPY(k) = -sumskipnan(pdf.*log(pdf));
+
+ tmp = tmp(find(tmp));
+ q = min(tmp);
+ qerror = 0;
+ if isempty(q),
+ q = NaN;
+ else
+ tmp = tmp/q;
+ qerror = max(abs(tmp-round(tmp)));
+ end;
+ R.QUANT(k) = q;
+ R.Qerror(k) = qerror;
+end;
+if any(R.Qerror*1e6>R.QUANT)
+ warning('(Y2RES) Quantization might not be equidistant')
+end;
+
+R.MEDIAN = Q0500;
+R.Quartiles = [Q0250; Q0750];
+% R.IQR = H_spread = [Q0750 - Q0250];
+R.TRIMEAN = [Q0250 + 2*Q0500 + Q0750]/4;
+
+Y = Y - repmat(R.MEAN,size(Y)./size(R.MEAN));
+R.CM3 = sumskipnan(Y.^3,1)./n1;
+R.CM4 = sumskipnan(Y.^4,1)./n1;
+%R.CM5 = sumskipnan(Y.^5,1)./n1;
+
+R.SKEWNESS = R.CM3./(R.STD.^3);
+R.KURTOSIS = R.CM4./(R.VAR.^2)-3;
+
+%R.Skewness.Fisher = (R.CM3)./(R.STD.^3); %%% same as R.SKEWNESS
+
+%R.Skewness.Pearson_Mode = (R.MEAN-R.MODE)./R.STD;
+%R.Skewness.Pearson_coeff1 = (3*R.MEAN-R.MODE)./R.STD;
+R.Skewness.Pearson_coeff2 = (3*R.MEAN-R.MEDIAN)./R.STD;
+R.Skewness.Bowley = (Q0750+Q0250 - 2*Q0500)./(Q0750-Q0250); % quartile skewness coefficient
+
+R.datatype = 'STAT Level 4';
+