Scaled MAD in isoutlier

11 次查看(过去 30 天)
I have been using scaled MAD in isoutlier and it has done a wonderful job. However, I wonder what's the mathematical basis of this scaled factor? MAD is a widely used term but I couldn't find any documentation on this -1/(sqrt(2)*erfcinv(3/2)) factor. Some references/literatures would be nice.

采纳的回答

Pratyush Roy
Pratyush Roy 2021-1-11
Hi,
The c value here is approximately equal to 1.4826 and it is commonly used in outlier detection. It is even mentioned in the MAD wikipedia article: https://en.wikipedia.org/wiki/Median_absolute_deviation
This value assumes that the data is normally distributed. For an example reference, see https://dipot.ulb.ac.be/dspace/bitstream/2013/139499/1/Leys_MAD_final-libre.pdf
Our documentation mentions the c value, but doesn't explicitly state the widely-used approximate value 1.4826 since we actually do the calculation in our isoutlier function.
Hope this helps!.

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Introduction to Installation and Licensing 的更多信息

标签

产品


版本

R2019b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by