mmad

swordfish.function.mmad()

Calculate the average absolute deviation of X in a sliding window.

Parameters:

• X (Constant) – A vector/matrix/table/tuple (with scalars or equal-length vectors)/dictionary.

• window (Constant) – An integer no smaller than 2 or a scalar of DURATION type indicating the size of the sliding window. Note: The window size is capped at 102400 when m-functions are used in the streaming engines.

• useMedian (Constant) –

  A Boolean value. The default value is false and it returns the mean absolute deviation, otherwise returns the median absolute deviation.

  • mean absolute deviation: mean(abs(X - mean(X)))

  • median absolute deviation: med(abs(X - med(X)))

• minPeriods (Constant, optional) – A positive integer indicating the minimum number of observations in a window required to be not null (otherwise the result is NULL).