diff --git a/median_absolute_deviation b/median_absolute_deviation new file mode 100644 index 0000000000000..a3a456f55877d --- /dev/null +++ b/median_absolute_deviation @@ -0,0 +1,14 @@ +#MedianAbsoluteDeviation(MAD) + +def mad(self): + """ + Calculates the median absolute deviation of each column in the DataFrame. + + Returns: + A Series containing the MAD of each column. + """ + medians = self.median() + devs = abs(self - medians) + return devs.median(axis=0) + +pd.DataFrame.mad = mad