Message-ID: <c41de121-e6ca-493c-ec98-c066c32914b4@sapo.pt>
Date: 2020-08-03T14:54:20Z
From: Rui Barradas
Subject: Double MAD with R
In-Reply-To: <401386585.16460890.1596464541734@mail.yahoo.com>
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
?s 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)
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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