Expand description
Robust / exploratory estimators — location and spread measures that resist
outliers, the EDA complement to the mean/variance in super::descriptive.
They reuse the descriptive median/quantile kernels (no re-implementation).
Functions§
- iqr
- Interquartile range
Q3 − Q1(the 0.75 and 0.25 quantiles).Noneif empty. - median_
abs_ deviation - Median absolute deviation
median(|xᵢ − median(x)|). Withscaled = true, multiplied by 1.4826 so it is a consistent estimator of the standard deviation for normal data.Noneif empty. - trimmed_
mean - Trimmed mean: drop a
proportion(in[0, 0.5)) of the data from each end and average the rest.proportion = 0is the ordinary mean.Noneif empty orproportionis out of range. - winsorized_
mean - Winsorized mean: clamp the lowest/highest
proportionof the data to the boundary values (rather than dropping them), then average.Noneif empty or out of range.