scikits.statsmodels.robust.scale.stand_mad

scikits.statsmodels.robust.scale.stand_mad(a, c=0.67448975019608182, axis=0)

The standardized 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.

Returns :

mad : float

mad = median(abs(a-median(a))/c

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