Stats.Median Absolute Deviation Method
Returns the median absolute deviation of a variable.
Definition
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The median absolute deviation of the data variable.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static double MedianAbsoluteDeviation(
this Vector<double> values
)
Parameters
- values Vector<Double>
Return Value
DoubleThe median absolute deviation of the data variable.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).Remarks
The median absolute deviation is the median of the absolute values of the deviation of each observation from the mean of the variable.
The use of the median eliminates the unwanted effect of extreme values. The average absolute deviation provides a faster means of calculating a measure of scale, but is somewhat sensitive to extreme values.