

   MMeeddiiaann AAbbssoolluuttee DDeevviiaattiioonn

        mad(x, center, constant=1.4826, na.rm=FALSE)

   DDeessccrriippttiioonn::

        `mad' provides a scale estimate based on the median
        absolute deviation.  The actual value calculated is
        `constant * (median(abs(x - center)))' with the default
        value of `center' being `median(x)'.

        The default `constant = 1.4826' (approximately 1/
        Phi^(-1)(3/4) = `1/qnorm(3/4)') ensures consistency,
        i.e.,

                      E[mad(X_1,...,X_n)] = sigma

        for X_i distributed as N(mu,sigma^2) and large n.

        If `na.rm' is `TRUE' then `NA' values are stripped from
        `x' before computation takes place.  If this is not
        done then an `NA' value in `x' will cause `mad' to
        return `NA'.

   SSeeee AAllssoo::

        `IQR' which is simpler but less robust, `median',
        `var'.

   EExxaammpplleess::

        mad(c(1:9))
        print(mad(c(1:9),     constant=1)) ==
              mad(c(1:8,100), constant=1)  # = 2 ; TRUE

