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?
MAD = median(|xi – xm|) where: xi: The ith value in the dataset. xm: The median value in the dataset.
[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)
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