statsmodels.robust.scale.mad

statsmodels.robust.scale.mad(a, c=np.float64(0.6744897501960817), axis=0, center=<function median>)[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 0.6745.

  • axis (int, optional) – The default 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 – mad = median(abs(a - center))/c

Return type:

float