Problem 44449. Moving Median Absolute Deviation

Created by li haitao

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The median absolute deviation (MAD) is defined as
MAD = median(abs(A − median(A)))
for a rolling window of length n. For example:
move_mad(1:10, 5) 
returns [1 1 1 1 1 1];
move_mad(logspace(0, 1, 10), 3) 
returns [0.292 0.377 0.486 0.628 0.811 1.048 1.353 1.748]
Round the result to 3 digits.

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Last Solution submitted on Mar 31, 2023

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goc3 on 5 Jan 2018

The description was improved and the test suite fixed.

Rafael S.T. Vieira on 29 Sep 2020

The test suite needs to be fixed so it can admit a tolerance in the solution since it is using floats. Currently MATLAB has the function movmad, but even with it, and using round the last case of the test suite fails.

goc3 on 29 Sep 2020

The test suite has had a tolerance applied.

ChrisR on 3 Jul 2021

The tolerance isn't defined in the test suite.

goc3 on 7 Jul 2021

@ChrisR: the tolerance is hard-coded into the assert lines (1e-3).

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Problem 44449. Moving Median Absolute Deviation

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Problem 44449. Moving Median Absolute Deviation

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