statsmodels.robust.scale.mad¶
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statsmodels.robust.scale.
mad
(a, c=0.6744897501960817, axis=0, center=<function median>)[source]¶ The Median Absolute Deviation along given axis of an array
- Parameters
- aarray-like
Input array.
- cfloat, optional
The normalization constant. Defined as scipy.stats.norm.ppf(3/4.), which is approximately .6745.
- axisint, optional
The defaul is 0. Can also be None.
- centercallable 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
- madfloat
mad = median(abs(a - center))/c