[R] MAD

P Ehlers ehlers at math.ucalgary.ca
Tue Sep 18 16:28:41 CEST 2007


If you read ?mad you will find this phrase:

"median of the absolute deviations from the median"

Note the first word. I think you're too focused on
the last word.

Peter Ehlers

Nair, Murlidharan T wrote:
> 
> -----Original Message-----
> From: Deepayan Sarkar [mailto:deepayan.sarkar at gmail.com] 
> Sent: Monday, September 17, 2007 5:10 PM
> To: Nair, Murlidharan T
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] MAD
> 
> On 9/17/07, Nair, Murlidharan T <mnair at iusb.edu> wrote:
>> I am calculating the median absolute deviation using mad function, and
>> it tends to ignore the parameter constant=1, when I am calculating it
>> for x=seq(1:5). Am I missing something here?
>>
>> x<-seq(1:5)
>> mad(x)# gives [1] 1.4826
>> mad(x, constant=1)# gives [1] 1
>> #Here is the long form
>> dev.from.median<-abs((x-median(x)))
>> dev.from.median # Gives [1] 2 1 0 1 2
>> sum(dev.from.median) # Gives [1] 6
>> sum(dev.from.median)/length(x) # Gives [1] 1.2
>> # The long form does not match the output from the function
>>
>> # When x<-seq(1:10) they match
>> x<-seq(1:10)
>> dev.from.median<-abs((x-median(x)))
>> sum(dev.from.median)/length(x) # Gives 2.5
>> mad(x, constant=1) # Gives 2.5
>> #The long form matches the output from the function
>>
>> Did I miss anything here?
> 
> yes; mad := Median (not mean) absolute deviation (from the median, by
> default).
> 
> -Deepayan
> 
> Indeed, its median and that what I am calculating in the long form.  So,
> what is that you found I was doing differently? May be I missed your
> point. 
> Thx../M
> 
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