几种Robust方法对比

1.Mean Absolute Deviation

　　http://mathbits.com/MathBits/TISection/Statistics1/MAD.html

2.Median Absolute Deviation, MAD

　　https://www.r-bloggers.com/absolute-deviation-around-the-median/

　　http://eurekastatistics.com/using-the-median-absolute-deviation-to-find-outliers/

3.Trimmed ICP

 

4.IRLS，M估计

 

5.LMed

 

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Vocabulary

Mean: average or  $\overline {\rm{x}} $ 均值

Median: the number in the middle (numbers arranged in order) 中值

Mode: occurs most often 众数

Range: difference of greatest and least value 范围

Mean Absolute Deviation: average deviation  from the mean (think absolute value & average) 均值绝对偏差