kumulant

MadResult

@Serializable
@SerialName(value = "MadResult")
data class MadResult(val median: Double, val mad: Double) : Result, HasCenterScale(source)

Streaming median and median absolute deviation.

Constructors

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constructor(median: Double, mad: Double)

Properties

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open override val center: Double

Center of the distribution; typically a mean, median, or smoothed level.

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val mad: Double

Median absolute deviation from the running median estimate.

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Estimated stream median.

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open override val scale: Double

Scale of the distribution; typically a standard deviation, MAD, or span.

MadResult

constructor(median: Double, mad: Double)(source)

center

open override val center: Double(source)

Center of the distribution; typically a mean, median, or smoothed level.

mad

Median absolute deviation from the running median estimate.

median

Estimated stream median.

scale

open override val scale: Double(source)

Scale of the distribution; typically a standard deviation, MAD, or span.