fix JuliaStats#905: use the correct mad() normalization

Project.toml

@@ -1,7 +1,7 @@
 name = "StatsBase"
 uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 authors = ["JuliaStats"]
-version = "0.34.4"
+version = "0.35.0"
 
 [deps]
 AliasTables = "66dad0bd-aa9a-41b7-9441-69ab47430ed8"

src/deprecates.jl

@@ -13,10 +13,6 @@ end
 
 @deprecate norepeats(a::AbstractArray) allunique(a)
 
-@deprecate(mad!(v::AbstractArray{<:Real}, center;
-                constant::Real = BigFloat("1.482602218505601860547076529360423431326703202590312896536266275245674447622701")),
-           mad!(v, center=center, constant=constant))
-
 ### Deprecated January 2019
 @deprecate scattermatm(x::DenseMatrix, mean, dims::Int) scattermat(x, mean=mean, dims=dims)
 @deprecate scattermatm(x::DenseMatrix, mean, wv::AbstractWeights, dims::Int) scattermat(x, wv, mean=mean, dims=dims)

src/scalarstats.jl

@@ -524,10 +524,10 @@ function sem(x::AbstractArray, weights::ProbabilityWeights; mean=nothing)
 end
 
 # Median absolute deviation
-@irrational mad_constant 1.4826022185056018 BigFloat("1.482602218505601860547076529360423431326703202590312896536266275245674447622701")
+@irrational mad_to_std_multiplier 1.4826022185056018 BigFloat("1.482602218505601860547076529360423431326703202590312896536266275245674447622701")
 
 """
-    mad(x; center=median(x), normalize=true)
+    mad(x; center=median(x), normalize=false)
 
 Compute the median absolute deviation (MAD) of collection `x` around `center`
 (by default, around the median).
@@ -536,12 +536,12 @@ If `normalize` is set to `true`, the MAD is multiplied by
 `1 / quantile(Normal(), 3/4) ≈ 1.4826`, in order to obtain a consistent estimator
 of the standard deviation under the assumption that the data is normally distributed.
 """
-function mad(x; center=nothing, normalize::Union{Bool, Nothing}=nothing, constant=nothing)
-    mad!(Base.copymutable(x); center=center, normalize=normalize, constant=constant)
+function mad(x; center=nothing, normalize::Union{Bool, Nothing}=nothing)
+    mad!(Base.copymutable(x); center=center, normalize=normalize)
 end
 
 """
-    StatsBase.mad!(x; center=median!(x), normalize=true)
+    StatsBase.mad!(x; center=median!(x), normalize=false)
 
 Compute the median absolute deviation (MAD) of array `x` around `center`
 (by default, around the median), overwriting `x` in the process.
@@ -552,24 +552,16 @@ of the standard deviation under the assumption that the data is normally distrib
 """
 function mad!(x::AbstractArray;
               center=median!(x),
-              normalize::Union{Bool,Nothing}=true,
-              constant=nothing)
+              normalize::Union{Bool,Nothing}=false)
     isempty(x) && throw(ArgumentError("mad is not defined for empty arrays"))
     c = center === nothing ? median!(x) : center
     T = promote_type(typeof(c), eltype(x))
     U = eltype(x)
     x2 = U == T ? x : isconcretetype(U) && isconcretetype(T) && sizeof(U) == sizeof(T) ? reinterpret(T, x) : similar(x, T)
     x2 .= abs.(x .- c)
     m = median!(x2)
-    if normalize isa Nothing
-        Base.depwarn("the `normalize` keyword argument will be false by default in future releases: set it explicitly to silence this deprecation", :mad)
-        normalize = true
-    end
-    if !isa(constant, Nothing)
-        Base.depwarn("keyword argument `constant` is deprecated, use `normalize` instead or apply the multiplication directly", :mad)
-        m * constant
-    elseif normalize
-        m * mad_constant
+    if normalize === true
+        m * mad_to_std_multiplier
     else
         m
     end