kumulant

Mad

@Serializable
@SerialName(value = "Mad")
data class Mad(val compression: Double = StatDefaults.TDIGEST_COMPRESSION) : SeriesStatSpec<MadResult> (source)

Spec for MadStat: streaming median and median absolute deviation from one raw-value t-digest.

Constructors

Mad

constructor(compression: Double = StatDefaults.TDIGEST_COMPRESSION)(source)

Properties

compression

T-digest compression; larger values retain more centroids and finer detail.