Robust Scaling (Median/MAD)
Examples
# Create a robust scale transformed basis using median and MAD
x_vals <- c(1, 2, 3, 4, 100) # Note the outlier
robust_basis <- RobustScale(x_vals)
print(robust_basis$y)
#> robz_x_vals
#> [1,] -1.3489815
#> [2,] -0.6744908
#> [3,] 0.0000000
#> [4,] 0.6744908
#> [5,] 65.4256037
print(robust_basis$median)
#> [1] 3
print(robust_basis$mad)
#> [1] 1.4826