tick.robust.std_iqr

tick.robust.std_iqr(x)[source]

Robust estimation of the standard deviation, based on the inter-quartile (IQR) distance of x. This computes the IQR of x, and applies the Gaussian distribution correction, making it a consistent estimator of the standard-deviation (when the sample looks Gaussian with outliers).

Parameters

x : np.ndarray

Input vector

Returns

output : float

A robust estimation of the standard deviation

Examples using tick.robust.std_iqr