R: Confidence Intervals for Median Absolute Deviations

MADCI {DescTools} | R Documentation

## Confidence Intervals for Median Absolute Deviations

### Description

A function for the median absolute deviation is included in base R, `mad`, but there's no function for calculating confidence intervals. Arachchige/Prendergast introduce interval estimators of the MAD to make reliable inferences for dispersion for a single population and ratios and differences of MADs for comparing two populations.

### Usage

    MADCI(x, y = NULL, two.samp.diff = TRUE, gld.est = "TM",
          conf.level = 0.95, sides = c("two.sided","left","right"),
          na.rm = FALSE, ...)

### Arguments

`x` | a (non-empty) numeric vector of data values.
`y` | a second (non-empty) numeric vector of data values.
`two.samp.diff` | logical, defining if the confidence intervals for a difference of x and y should be calculated.
`gld.est` | type of gld estimator.
`conf.level` | confidence level of the interval
`sides` | a character string specifying the side of the confidence interval, must be one of `"two.sided"` (default), `"left"` or `"right"`. You can specify just the initial letter. `"left"` would be analogue to a hypothesis of `"greater"` in a `t.test`.
`na.rm` | logical. Should missing values be removed? Defaults to `FALSE`.
`...` | further arguments, not used here

### Value

a numeric vector with 3 elements:

`mad` | median absolute deviation
`lwr.ci` | lower bound of the confidence interval
`upr.ci` | upper bound of the confidence interval

### Author(s)

Arachchige Chandima N. P. G., Prendergast Luke A., Andri Signorell <andri@signorell.net> (only interface)

### References

Arachchige Chandima N. P. G., Prendergast Luke A. (2019) Confidence intervals for median absolute deviations, arXiv:1910.00229 [math.ST]

### See Also

`mad`, `MAD`

### Examples

    x <- rlnorm(100)
    y <- rlnorm(200, meanlog=1.2)

    MADCI(x)                           # single sample

    MADCI(x, y)                        # two sample difference
    MADCI(x, y, two.samp.diff = FALSE) # two sample squared ratio

[Package DescTools version 0.99.38 Index]