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).
x : np.ndarray
Input vector
output : float
A robust estimation of the standard deviation
tick.robust.std_iqr
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