Weighted median absolute deviation to median — weighted.mad • descriptio

Computes the weighted median absolute deviation to median (aka MAD) of a distribution.

weighted.mad(x, weights = NULL, na.rm = FALSE)

Arguments

x: numeric vector
weights: numeric vector of weights. If NULL (default), uniform weights (i.e. all equal to 1) are used.
na.rm: logical, indicating whether NA values should be silently removed before the computation proceeds. Default is FALSE.

Value

a length-one numeric vector

Author

Nicolas Robette

See also

weighted.quantile

Examples

data(Movies)
weighted.mad(Movies$Critics, weights = rep(c(.8,1.2), 500))
#> [1] 0.6