Median Absolute Deviation

Usage

mad(x, center, constant=1.4826, na.rm=FALSE)

Description

mad provides a scale estimate based on the median absolute deviation. The actual value calculated is constant * (median(abs(x - center))) with the default value of center being median(x).

The default constant = 1.4826 is approx Phi^{-1}(frac 3 4)= 1.4826 ~=ensures consistency, i.e.,
E[mad(X_1,...,X_n)] = &sigma for X_i distributed as N(&mu,&sigma^2) and large n.

If na.rm is TRUE then NA values are stripped from x before computation takes place. If this is not done then an NA value in x will cause mad to return NA.

See Also

median, var.

Examples

mad(c(1:9))
print(mad(c(1:9),     constant=1)) ==
      mad(c(1:8,100), constant=1)	# = 2 ; TRUE


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