Where can I find mad (mean absolute deviation) in scipy?
It seems scipy once provided a function mad to calculate the mean absolute deviation for a set of numbers:
http://projects.scipy.org/scipy/browser/trunk/scipy/stats/models/utils.py?rev=3473
However, I can not find it anywhere in current versions of scipy. Of course it is possible to just copy the old code from repository but I prefer to use scipy's version. Where can I find it, or has it been replaced or removed?
Answer
[EDIT] Since this keeps on getting downvoted: I know that median absolute deviation is a more commonly-used statistic, but the questioner asked for mean absolute deviation, and here's how to do it:
from numpy import mean, absolute
def mad(data, axis=None):
return mean(absolute(data - mean(data, axis)), axis)