Table: Get median absolute deviation...

Get the median absolute deviation (MAD) of the column in the selected Table (adjusted by a scale factor).

Algorithm

From the n numbers x1, x2, ..., xn in the selected column we first calculate the median value xmedian. Next we calculate the n absolute deviations from this median: d1, d2, ..., dn, where dj=|xj - xmedian|. Then we calculate the MAD value, which is the median of the n values d1, d2, ..., dn. Finally we multiply the MAD value by the scale factor 1.4826. This last multiplication makes the result comparable with the value of the standard deviation if the x values are normally distributed.


© djmw, April 5, 2012