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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The description was improved and the test suite fixed.
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.
The test suite has had a tolerance applied.
The tolerance isn't defined in the test suite.
@ChrisR: the tolerance is hard-coded into the assert lines (1e-3).