fastMAD: Fast implementation of the median absolute deviation

In aalfons/ccaPP: (Robust) Canonical Correlation Analysis via Projection Pursuit

Fast implementation of the median absolute deviation

Description

Compute the median absolute deviation with a fast C++ implementation. By default, a multiplication factor is applied for consistency at the normal model.

Usage

fastMAD(x, constant = 1.4826)

Arguments

x	a numeric vector.
constant	a numeric multiplication factor. The default value yields consistency at the normal model.

Value

A list with the following components:

center	a numeric value giving the sample median.
MAD	a numeric value giving the median absolute deviation.

Note

Functionality for removing observations with missing values is currently not implemented.

Author(s)

Andreas Alfons

See Also

fastMedian, mad

Examples

set.seed(1234)  # for reproducibility
x <- rnorm(100)
fastMAD(x)

aalfons/ccaPP documentation built on Sept. 7, 2024, 6:29 p.m.