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MAD
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| import numpy as np | |
| def mad(x): | |
| """ | |
| Calculates the median absolute deviation of an array. | |
| See http://en.wikipedia.org/wiki/Median_absolute_deviation | |
| Parameters | |
| ---------- | |
| x : np.ndarray | |
| Array of numbers | |
| Returns | |
| ------- | |
| mad : float | |
| Median absolute deviation | |
| """ | |
| return np.median(np.abs(x - np.median(x))) |
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