Weighted Median Absolute Deviation (MAD)

Computes a weighted MAD of a numeric vector.

weightedMad(x, w = NULL, idxs = NULL, na.rm = FALSE, constant = 1.4826,
  center = NULL, ...)

rowWeightedMads(x, w = NULL, rows = NULL, cols = NULL, na.rm = FALSE,
  constant = 1.4826, center = NULL, ..., useNames = TRUE)

colWeightedMads(x, w = NULL, rows = NULL, cols = NULL, na.rm = FALSE,
  constant = 1.4826, center = NULL, ..., useNames = TRUE)

Arguments

x

vector of type integer, numeric, or logical.

w

a vector of weights the same length as x giving the weights to use for each element of x. Negative weights are treated as zero weights. Default value is equal weight to all values.

idxs

A vector indicating subset of elements to operate over. If NULL, no subsetting is done.

na.rm

If TRUE, missing values are excluded.

constant

A numeric scale factor, cf. mad.

center

Optional numeric scalar specifying the center location of the data. If NULL, it is estimated from data.

...

Not used.

rows

A vector indicating subset of rows to operate over. If NULL, no subsetting is done.

cols

A vector indicating subset of columns to operate over. If NULL, no subsetting is done.

useNames

If TRUE (default), names attributes of the result are set, otherwise not.

Value

Returns a numeric scalar.

Missing values

Missing values are dropped at the very beginning, if argument na.rm is TRUE, otherwise not.

See also

For the non-weighted MAD, see mad. Internally weightedMedian() is used to calculate the weighted median.

Author

Henrik Bengtsson

Examples

x <- 1:10
n <- length(x)

m1 <- mad(x)
m2 <- weightedMad(x)
stopifnot(identical(m1, m2))

w <- rep(1, times = n)
m1 <- weightedMad(x, w)
stopifnot(identical(m1, m2))

# All weight on the first value
w[1] <- Inf
m <- weightedMad(x, w)
stopifnot(m  == 0)

# All weight on the first two values
w[1:2] <- Inf
m1 <- mad(x[1:2])
m2 <- weightedMad(x, w)
stopifnot(identical(m1, m2))

# All weights set to zero
w <- rep(0, times = n)
m <- weightedMad(x, w)
stopifnot(is.na(m))