statsmodels.robust.scale.mad¶
-
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.
- c
float,optional The normalization constant. Defined as scipy.stats.norm.ppf(3/4.), which is approximately 0.6745.
- axis
int,optional The default is 0. Can also be None.
- center
callableorfloat 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
- mad