mad(x, center, constant=1.4826, na.rm=FALSE)
mad provides a scale estimate based on the
median absolute deviation.
The actual value calculated is
constant * (median(abs(x - center)))
with the default value of
center being median(x).
The default constant = 1.4826 (approximately
1/ Phi^(-1)(3/4) = 1/qnorm(3/4))
ensures consistency, i.e.,
E[mad(X_1,...,X_n)] = &sigma
for X_i distributed as N(&mu,&sigma^2) and large n.
If na.rm is TRUE then NA
values are stripped from x before computation takes place.
If this is not done then an NA value in
x will cause mad to return NA.
IQR which is simpler but less robust,
median, var.
mad(c(1:9))
print(mad(c(1:9), constant=1)) ==
mad(c(1:8,100), constant=1) # = 2 ; TRUE