okomarov/ginicoeff

A measure of statistical dispersion

A simple function to measure the statistical dispersion of a distribution. This statistic is commonly used to assess inequality in income or wealth.
The coefficients ranges from 1 (total inequality, one person receives ALL) to 0 (total equality, everyone receives the same amount).

The function ignores NaNs and can be computed with or without sample correction.
SYNTAXES:
(1) GINICOEFF(IN) One input syntax, columwise gini coeffs.
(2) GINICOEFF(...,DIM) Dim along which to compute the coeff (1 or 2)
(3) GINICOEFF(...,NOSAMPLECORR) Don't apply sample correction

[COEFF, IDXNEG] = ...
-- coeff : n by 1 vector with gini coefficients where n is the number of series in In.
-- IDX : n by 1 logical index. True means that the computation of the gini coefficient for that series has been skipped due to negative values or insufficient elements (less than 2).

NOTE: this statistical measure is meant to be applied only on positive values. If a series contains negative values or the elements of the less than 2, the coefficient yields NaN and a warning is issued if IDX is not called explicitly.