Absolute deviation
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gsl_stats_absdev(data)
This function computes the absolute deviation from the mean of
data, a dataset of length n. The
absolute deviation from the mean is defined as,
\[absdev = {1 \over N} \sum |x_i - {\hat{\mu}}|\]
where \(x_i\) are the elements of the dataset data. The
absolute deviation from the mean provides a more robust measure of the
width of a distribution than the variance. This function computes the
mean of data via a call to gsl_stats_mean().
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gsl_stats_absdev_m(data)
This function computes the absolute deviation of the dataset data
relative to the given value of mean,
\[absdev = {1 \over N} \sum |x_i - mean|\]
This function is useful if you have already computed the mean of
data (and want to avoid recomputing it), or wish to calculate the
absolute deviation relative to another value (such as zero, or the
median).