Weighted median absolute deviation

Computes the weighted MAD as the weighted median of |x - median(x, w)|, scaled by constant (default 1.4826 for consistency with stats::mad() under normality).

Usage

weighted_mad(x, w, na.rm = FALSE, constant = 1.4826)

Arguments

x

A numeric vector of observations.

w

A numeric vector of non-negative weights (need not sum to 1).

na.rm

Logical. If TRUE, paired NAs in x and w are removed before computation. If FALSE (default) and any NA is present, NA is returned.

constant

Scale factor (default 1.4826).

Value

A single numeric value.