function R = mad(i,DIM) % MAD estimates the Mean Absolute deviation % (note that according to [1,2] this is the mean deviation; % not the mean absolute deviation) % % y = mad(x,DIM) % calculates the mean deviation of x in dimension DIM % % DIM dimension % 1: STATS of columns % 2: STATS of rows % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, VAR, STD, % % REFERENCE(S): % [1] http://mathworld.wolfram.com/MeanDeviation.html % [2] L. Sachs, "Applied Statistics: A Handbook of Techniques", Springer-Verlag, 1984, page 253. % % [3] http://mathworld.wolfram.com/MeanAbsoluteDeviation.html % [4] Kenney, J. F. and Keeping, E. S. "Mean Absolute Deviation." §6.4 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 76-77 1962. % This program is free software; you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation; either version 2 of the License, or % (at your option) any later version. % % This program is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with this program; if not, write to the Free Software % Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA % Version 1.23; 07 Jun 2002 % Copyright (C) 2000-2002 by Alois Schloegl if nargin==1, DIM=min(find(size(i)>1)); if isempty(DIM), DIM=1; end; end; [S,N] = sumskipnan(i,DIM); % sum i = i - repmat(S./N,size(i)./size(S)); % remove mean [S,N] = sumskipnan(abs(i),DIM); % %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and STE are INF %else % n1 = N; %end; R = S./n1;