Merge pull request #3319 from stan-dev/cleanup/3316-median-abs-dev

Cleanup/3316 median abs dev

src/stan/mcmc/chainset.hpp

@@ -253,7 +253,7 @@ class chainset {
   double median(const std::string& name) const { return median(index(name)); }
 
   /**
-   * Compute maximum absolute deviation (mad) for specified parameter.
+   * Compute median absolute deviation (mad) for specified parameter.
    *
    * Follows R implementation:  constant * median(abs(x - center))
    * where the value of center is median(x) and the constant is 1.4826,
@@ -263,7 +263,7 @@ class chainset {
    * @param index parameter index
    * @return sample mad
    */
-  double max_abs_deviation(const int index) const {
+  double med_abs_deviation(const int index) const {
     Eigen::MatrixXd draws = samples(index);
     auto center = median(index);
     Eigen::MatrixXd abs_dev = (draws.array() - center).abs();
@@ -272,7 +272,7 @@ class chainset {
   }
 
   /**
-   * Compute maximum absolute deviation (mad) for specified parameter.
+   * Compute median absolute deviation (mad) for specified parameter.
    *
    * Follows R implementation:  constant * median(abs(x - center))
    * where the value of center is median(x) and the constant is 1.4826,
@@ -282,8 +282,8 @@ class chainset {
    * @param name parameter name
    * @return sample mad
    */
-  double max_abs_deviation(const std::string& name) const {
-    return max_abs_deviation(index(name));
+  double med_abs_deviation(const std::string& name) const {
+    return med_abs_deviation(index(name));
   }
 
   /**

src/test/unit/mcmc/chainset_test.cpp

@@ -170,7 +170,7 @@ TEST_F(McmcChains, summary_stats) {
   EXPECT_NEAR(theta_sd_expect, bern_chains.sd("theta"), 1e-5);
 
   double theta_mad_expect = 0.12309;
-  EXPECT_NEAR(theta_mad_expect, bern_chains.max_abs_deviation("theta"), 1e-5);
+  EXPECT_NEAR(theta_mad_expect, bern_chains.med_abs_deviation("theta"), 1e-5);
 
   double theta_mcse_mean_expect = 0.003234;
   EXPECT_NEAR(theta_mcse_mean_expect, bern_chains.mcse_mean("theta"), 1e-4);