| Library: | xplore |
| See also: | median quantile var |
| Quantlet: | mad | |
| Description: | Compute a scale estimate based on the median absolute deviation. |
| Usage: | y = mad(x) | |
| Input: | ||
| x | a numeric array | |
| Output: | ||
| y | for each column in x, it contains the median absolute deviation | |
library("xplore")
randomize(101)
mad(normal(100))
Contents of y [1,] 0.96729