kumulant
com.eignex.kumulant/stat/summary/MadResult

MadResult

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

Streaming median and median absolute deviation.

Constructors

MadResult

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

Properties

center

open override val center: Double(source)

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

mad

val mad: Double(source)

Median absolute deviation from the running median estimate.

median

val median: Double(source)

Estimated stream median.

scale

open override val scale: Double(source)

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