R: Compute square of median absolute deviation (mad) function.

madmad {wavethresh} | R Documentation

## Compute square of median absolute deviation (mad) function.

### Description

This function simply returns the square of the median absolute deviation (mad) function in S-Plus. This is required for supply to the `threshold` series of functions which require estimates of spread on the variance scale (not the standard deviation scale).

### Usage

    madmad(x)

### Arguments

`x` | The vector for which you wish to compute the square of mad on.

### Value

The square of the median absolute deviation of the coefficients supplied by `x`.

### RELEASE

Version 3.4.1 Copyright Guy Nason 1994

### Note

Its a MAD MAD world!

### Author(s)

G P Nason

### See Also

`threshold`

### Examples

    #
    #
    # Generate some normal data with mean 0 and sd of 8
    # and we'll also contaminate it with an outlier of 1000000
    # This is akin to signal wavelet coefficients mixing with the noise.
    #
    ContamNormalData <- c(1000000, rnorm(1000, mean=0, sd=8))
    #
    # What is the variance of the data?
    #
    var(ContamNormalData)
    # [1] 999000792
    #
    # Wow, a seriously unrobust answer!
    #
    # How about the median absolute deviation?
    #
    mad(ContamNormalData)
    # [1] 8.14832
    #
    # A much better answer!
    #
    # Now let's use madmad to get the answer on the variance scale
    #
    madmad(ContamNormalData)
    # [1] 66.39512
    #
    # The true variance was 64, so the 66.39512 was a much better answer
    # than that returned by the call to the variance function.

[Package wavethresh version 4.6.8 Index]