ccaPP (version 0.3.4)

fastMAD: Fast implementation of the median absolute deviation

Description

Compute the median absolute deviation with a fast C++ implementation. By default, a multiplication factor is applied for consistency at the normal model.

Usage

fastMAD(x, constant = 1.4826)

Value

A list with the following components:

center

a numeric value giving the sample median.

MAD

a numeric value giving the median absolute deviation.

Arguments

x

a numeric vector.

constant

a numeric multiplication factor. The default value yields consistency at the normal model.

Author

Andreas Alfons

See Also

fastMedian, mad

Examples

set.seed(1234)  # for reproducibility
x <- rnorm(100)
fastMAD(x)