[R] Double MAD with R

[varin sacha]

Dear Rui,

Many thanks for your response. 

Best,

SV







Le lundi 3 août 2020 à 16:54:35 UTC+2, Rui Barradas <ruipbarradas using sapo.pt> a écrit : 





Hello,

No, there isn't a built-in that I know of.
Here is one:


double.mad <- function(x, include.right = FALSE, na.rm = FALSE){
  if(na.rm) x <- x[!is.na(x)]
  m <- median(x)
  odd <- (length(x) %% 2L) == 1L
  out <- if(odd){
    if(include.right) {
      c(lo = mad(x[x < m]), hi = mad(x[x >= m]))
    } else {
      c(lo = mad(x[x <= m]), hi = mad(x[x > m]))
    }
  } else {
    c(lo = mad(x[x < m]), hi = mad(x[x > m]))
  }
  out
}

double.mad(x)
#     lo      hi
#0.81543 0.44478

double.mad(c(x, 1))
#     lo      hi
#2.29803 0.44478

double.mad(c(x, 1), include.right = TRUE)
#     lo      hi
#1.03782 1.63086


Hope this helps,

Rui Barradas

Às 15:22 de 03/08/2020, varin sacha via R-help escreveu:
> Dear R-Experts,
>
> Is there an all-ready function to calculate the Double MAD (Median absolute deviation) as there is an easy function to calculate the MAD "mad function". Or I have to write my own function for Double MAD ?
>
> To calculate the double MAD, the idea is the following : for the obtained median value, we should calculate two median absolution deviations. One deviation should be calculated for the numbers below the median and one for the numbers above the median:
>
> Here is the very easy reproducible example :
>
> x<-c(2.5,4.4,3.2,2.1,1.3,2.6,5,6.6,5,5,6.1,7.2,9.4,6.9)
> mad(x)
>
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> and provide commented, minimal, self-contained, reproducible code.



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