tick.robust.std_mad¶

tick.robust.std_mad(x)[source]¶

Robust estimation of the standard deviation, based on the Corrected Median Absolute Deviation (MAD) of x. This computes the MAD 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