statsmodels.robust.scale.mad
-
statsmodels.robust.scale.mad(a, c=0.67448975019608171, axis=0, center=)
[source] -
The Median Absolute Deviation along given axis of an array
Parameters: a : array-like
Input array.
c : float, optional
The normalization constant. Defined as scipy.stats.norm.ppf(3/4.), which is approximately .6745.
axis : int, optional
The defaul is 0. Can also be None.
center : callable or float
If a callable is provided, such as the default
np.median
then it is expected to be called center(a). The axis argument will be applied via np.apply_over_axes. Otherwise, provide a float.Returns: mad : float
mad
= median(abs(a
- center))/c
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