Comments (1)
aplavin
commented on June 3, 2024
2
Also got caught by this!
Median absolute deviation is a well-defined statistic that doesn't include the normalization factor. Other software, such as scipy, matlab, mathematica, follow the definition (of course) and compute median(abs.(x .- median(x))). Would be totally sensible for Julia to also follow the definition.
Such behavior can only be changed in a breaking version, because it's documented. StatsBase does have breaking versions from time to time, can this be added to a list for the next potential breaking version? This amounts to chaning normalize=true to normalize=false as the default value.
I think the reason for this behavior in StatsBase is mostly historical. See earlier issues on this topic:
#97
#347
from statsbase.jl.
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from statsbase.jl.