The Pooled Standard Deviation is a weighted average of standard deviations
for two or more groups, assumed to have equal variance. It represents the
common deviation among the groups, around each of their respective means.
Usage
sd_pooled(x, y = NULL, data = NULL, verbose = TRUE)
mad_pooled(x, y = NULL, data = NULL, constant = 1.4826, verbose = TRUE)
Arguments
x
A formula, a numeric vector, or a character name of one in data.
y
A numeric vector, a grouping (character / factor) vector, a or a
character name of one in data. Ignored if x is a formula.
data
An optional data frame containing the variables.
verbose
Toggle warnings and messages on or off.
constant
scale factor.
Value
Numeric, the pooled standard deviation.
Details
The standard version is calculated as:
$$\sqrt{\frac{\sum (x_i - \bar{x})^2}{n_1 + n_2 - 2}}$$
The robust version is calculated as:
$$1.4826 \times Median(|\left\{x - Median_x,\,y - Median_y\right\}|)$$