Hello,

No, there isn't a built-in that I know of.
Here is one:


double.mad <- function(x, include.right = FALSE, na.rm = FALSE){
  if(na.rm) x <- x[!is.na(x)]
  m <- median(x)
  odd <- (length(x) %% 2L) == 1L
  out <- if(odd){
    if(include.right) {
      c(lo = mad(x[x < m]), hi = mad(x[x >= m]))
    } else {
      c(lo = mad(x[x <= m]), hi = mad(x[x > m]))
    }
  } else {
    c(lo = mad(x[x < m]), hi = mad(x[x > m]))
  }
  out
}

double.mad(x)
#     lo      hi
#0.81543 0.44478

double.mad(c(x, 1))
#     lo      hi
#2.29803 0.44478

double.mad(c(x, 1), include.right = TRUE)
#     lo      hi
#1.03782 1.63086


Hope this helps,

Rui Barradas

Às 15:22 de 03/08/2020, varin sacha via R-help escreveu:
Dear R-Experts,

Is there an all-ready function to calculate the Double MAD (Median absolute deviation) as 
there is an easy function to calculate the MAD "mad function". Or I have to 
write my own function for Double MAD ?

To calculate the double MAD, the idea is the following : for the obtained 
median value, we should calculate two median absolution deviations. One 
deviation should be calculated for the numbers below the median and one for the 
numbers above the median:

Here is the very easy reproducible example :

x<-c(2.5,4.4,3.2,2.1,1.3,2.6,5,6.6,5,5,6.1,7.2,9.4,6.9)
mad(x)

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