Description
I'm just learning Julia, and it took a while to find out what was wrong with the code for my simple outlier detection algorithm test -- turns out that mad() doesn't yield the expected median of the absolute deviations from the median...
I looked at earlier issues in StatsBase about MAD and found this (#197):
"Just to be clear, constant is what make this function produce a consistent estimator of the standard deviation for normally distributed data. So if you intend to remove it, you need to either decide that (a) your estimator is inconsistent or (b) you don't provide any mechanism for producing the number some people believe MAD should generate."
This is certainly a good function, but perhaps it could be named something that indicates that it estimates standard deviation? I, for one, was expecting a function named mad to yield by-the-book MAD.
[This is also my very first post on GitHub. Sorry if I offend against proper posting conventions!]
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Mikael