Calculates a smoothed version of the median absolute deviation (MAD).
-- Function File: MAD = smoothmad (X)
-- Function File: MAD = smoothmad (X, GROUP)
-- Function File: MAD = smoothmad (X, GROUP, CONSTANT)
'MAD = smoothmad (X)' calculates a smoothed version of the median
absolute deviation (MAD) for each column of the data in x. The
statistics are scaled by a constant of 1.41 to make the estimator
consistent with the standard deviation for normally distributed data.
'MAD = smoothmad (X, GROUP)' defines group membership of the rows
of x and returns the pooled smooth MAD. GROUP must be a numeric
vector with the same number of rows as x.
'MAD = smoothmad (X, GROUP, CONSTANT)' sets the CONSTANT to scale
the value of the MAD. (Default is 1.41).
smoothmad (version 2023.05.02)
Author: Andrew Charles Penn
https://www.researchgate.net/profile/Andrew_Penn/
Copyright 2019 Andrew Charles Penn
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
Package: statistics-resampling