Open driscoll42 opened 3 years ago
Since I'm using the Median, this will not be the standard deviation, but the Median Absolute Deviation: https://en.wikipedia.org/wiki/Median_absolute_deviation
Paper on it: https://www.sciencedirect.com/science/article/pii/S0895717701001091
Will use the scipy implementation: https://scipy.github.io/devdocs/generated/scipy.stats.median_abs_deviation.html#scipy.stats.median_abs_deviation
While similar, the pandas mad is mean absolute deviation and not robust, so will not be used: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.mad.html
Since I'm using the Median, this will not be the standard deviation, but the Median Absolute Deviation: https://en.wikipedia.org/wiki/Median_absolute_deviation
Paper on it: https://www.sciencedirect.com/science/article/pii/S0895717701001091
Will use the scipy implementation: https://scipy.github.io/devdocs/generated/scipy.stats.median_abs_deviation.html#scipy.stats.median_abs_deviation
While similar, the pandas mad is mean absolute deviation and not robust, so will not be used: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.mad.html