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:
  • 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. 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