Note that this function computes the quartiles using the
quantile
function rather than following
Tukey's recommendations,
i.e., IQR(x) = quantile(x, 3/4) - quantile(x, 1/4)
.
For normally \(N(m,1)\) distributed \(X\), the expected value of
IQR(X)
is 2*qnorm(3/4) = 1.3490
, i.e., for a normal-consistent
estimate of the standard deviation, use IQR(x) / 1.349
.