Merge pull request #7000 from esmucler/mad-center

BUG: fix bug where mad ignores center if center is not callable

statsmodels/robust/scale.py

@@ -45,10 +45,12 @@ def mad(a, c=Gaussian.ppf(3/4.), axis=0, center=np.median):
     """
     a = array_like(a, 'a', ndim=None)
     c = float_like(c, 'c')
-    if callable(center) and a.size:
+    if not a.size:
+        center = 0.0
+    elif callable(center):
         center = np.apply_over_axes(center, a, axis)
     else:
-        center = 0.0
+        center = float_like(center, "center")
 
     return np.median((np.abs(a-center)) / c, axis=axis)
 

statsmodels/robust/tests/test_scale.py

@@ -5,6 +5,7 @@
 import numpy as np
 from numpy.random import standard_normal
 from numpy.testing import assert_almost_equal, assert_equal
+from scipy.stats import norm as Gaussian
 import pytest
 # Example from Section 5.5, Venables & Ripley (2002)
 
@@ -81,6 +82,12 @@ def test_mad_empty(self):
     def test_mad_center(self):
         n = scale.mad(self.X, center=0)
         assert_equal(n.shape, (10,))
+        with pytest.raises(TypeError):
+            scale.mad(self.X, center=None)
+        assert_almost_equal(scale.mad(self.X, center=1),
+                            np.median(np.abs(self.X - 1),
+                                      axis=0)/Gaussian.ppf(3/4.),
+                            DECIMAL)
 
 
 class TestMadAxes(object):