stats.py 文件源码

def robust_std(l, alpha=1/scipy.stats.norm.ppf(0.75)):
    """
    Compute a robust estimate of the standard deviation for the list
    of values *l* (by default, for normally distributed samples ---
    see https://en.wikipedia.org/wiki/Median_absolute_deviation).
    """
    return alpha * mad(l)[0]