statsmodels.robust.scale.iqr

statsmodels.robust.scale.iqr(a, c=np.float64(1.3489795003921634), axis=0)[source]

The normalized interquartile range along given axis of an array

Parameters:
  • a (array_like) – Input array.

  • c (float, optional) – The normalization constant, used to get consistent estimates of the standard deviation at the normal distribution. Defined as scipy.stats.norm.ppf(3/4.) - scipy.stats.norm.ppf(1/4.), which is approximately 1.349.

  • axis (int, optional) – The default is 0. Can also be None.

Return type:

The normalized interquartile range