mad computes estimation of normal std

[gummif]

I find it strange that the mad! function does not compute the MAD but rather 1.4826*MAD (estimate of the std of a normal distribution). Is there a reason for this? The doc does not even mention this.

[johnmyleswhite]

This is to ensure that the result is a consistent estimator of the standard deviation of a normal distribution. This is also what R does.

[gummif]

Alright. It would add some clarity to have a note about this in the doc, as in R: "and (by default) adjust by a factor for asymptotically normal consistency" and maybe have a parameter constant=1.4826.

[johnmyleswhite]

Those are both good ideas.