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8.2.2 Median absolute deviation Definition: mad
Оглавлениеmad
median absolute deviation
mad(t) ## [1] 14.54922 mad(t,constant=1) ## [1] 9.813314
mad()
The default “constant=1.4826” (approximately ensures consistency, i.e.,
for Xi distributed as N(μ, σ2) and large n.