j.maad: MAAD Robust Standard Deviation

View source: R/j.maad.R

j.maadR Documentation

MAAD Robust Standard Deviation

Description

Compute average absolute deviation from the sample median, which is a consistent robust estimate of the population standard deviation for normally distribution data \insertCiteGastwirth_1982lawstat. NAs from the data are omitted.

Usage

j.maad(x)

Arguments

x

a numeric vector of data values.

Value

Robust standard deviation.

Author(s)

Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

\insertAllCited

See Also

cd, gini.index, rqq, rjb.test, sj.test

Examples

## Sample 100 observations from the standard normal distribution
x = rnorm(100)
j.maad(x)


vlyubchich/lawstat documentation built on April 17, 2023, 12:47 a.m.