fix #905: use the correct mad() normalization #949
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
andreasnoack
added
the
breaking
devmotion
reviewed
Apr 29, 2025
| @@ -536,12 +536,12 @@ If `normalize` is set to `true`, the MAD is multiplied by | |||
| `1 / quantile(Normal(), 3/4) ≈ 1.4826`, in order to obtain a consistent estimator | |||
| of the standard deviation under the assumption that the data is normally distributed. | |||
| """ | |||
| function mad(x; center=nothing, normalize::Union{Bool, Nothing}=nothing, constant=nothing) | |||
| mad!(Base.copymutable(x); center=center, normalize=normalize, constant=constant) | |||
| function mad(x; center=nothing, normalize::Union{Bool, Nothing}=nothing) | |||
There was a problem hiding this comment.
Since this is a breaking change, I think we should remove support for normalize::Nothing since seemingly it's only purpose is to print a deprecation warning.
Suggested change
| function mad(x; center=nothing, normalize::Union{Bool, Nothing}=nothing) | |
| function mad(x; center=nothing, normalize::Bool=false) |
| @@ -552,24 +552,16 @@ of the standard deviation under the assumption that the data is normally distrib | |||
| """ | |||
| function mad!(x::AbstractArray; | |||
| center=median!(x), | |||
| normalize::Union{Bool,Nothing}=true, | |||
| constant=nothing) | |||
| normalize::Union{Bool,Nothing}=false) | |||
| isempty(x) && throw(ArgumentError("mad is not defined for empty arrays")) | |||
| c = center === nothing ? median!(x) : center | |||
There was a problem hiding this comment.
Is it documented anywhere and actually useful that center::Nothing is supported?
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Make
mad()actually follow the definition of median absolute deviation as it is generally defined (eg https://en.wikipedia.org/wiki/Median_absolute_deviation, scipy, matlab, mathematica, ...).Obviously breaking. Are there any other breaking fixes that could go into the next StatsBase version?
See #905, #97, #347 for more context.