MADCI {DescTools} | R Documentation |

## Confidence Intervals for Median Absolute Deviations

### Description

A function for the median absolute deviation is included in base R, `mad`

, but there's no function for calculating confidence intervals. Arachchige/Prendergast introduce interval estimators of the MAD to make reliable inferences for dispersion for a single population and ratios and differences of MADs for comparing two populations.

### Usage

```
MADCI(x, y = NULL, two.samp.diff = TRUE, gld.est = "TM",
conf.level = 0.95, sides = c("two.sided","left","right"),
na.rm = FALSE, ...)
```

### Arguments

`x` |
a (non-empty) numeric vector of data values. |

`y` |
a second (non-empty) numeric vector of data values. |

`two.samp.diff` |
logical, defining if the confidence intervals for the difference (mad(x)-mad(y)) (default) or for the squared ratio ((mad(x)/mad(y))^2) should be calculated. Ignored if y is not given. |

`gld.est` |
A character string, to select the estimation method for the generalized lambda distribution. One of: |

`conf.level` |
confidence level of the interval. |

`sides` |
a character string specifying the side of the confidence interval, must be one of |

`na.rm` |
logical. Should missing values be removed? Defaults to |

`...` |
further arguments, not used here |

### Value

a numeric vector with 3 elements:

`mad` |
median absolute deviation |

`lwr.ci` |
lower bound of the confidence interval |

`upr.ci` |
upper bound of the confidence interval |

### Author(s)

Arachchige Chandima N. P. G., Prendergast Luke A., Andri Signorell <andri@signorell.net> (only interface)

### References

Arachchige Chandima N. P. G., Prendergast Luke A. (2019) Confidence intervals for median absolute deviations, arXiv:1910.00229 [math.ST]

### See Also

### Examples

```
x <- rlnorm(100)
y <- rlnorm(200, meanlog=1.2)
MADCI(x) # single sample
MADCI(x, y) # two sample difference
MADCI(x, y, two.samp.diff = FALSE) # two sample squared ratio
```

*DescTools*version 0.99.55 Index]