Rename mad() in mean_absolute_deviation()

[michaeldorner]

Problem description

MAD is a overloaded shortcut: It stands for Median Absolute Deviation (more common), but also can be used as Mean Absolute Deviation (which is used in pandas).

Expected Output

To avoid confusion, the method should be renamed from .mad() to .mean_absolute_deviation(), and when implemented the more commonly used .median_absolute_deviation().

If you are fine with it, I would kick off a PR.

Output of pd.show_versions()

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.3.0-24-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.0
numpy            : 1.17.0
pytz             : 2019.2
dateutil         : 2.8.0
pip              : 19.2.3
setuptools       : 41.0.1
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.0
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.1
IPython          : 7.7.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.0
matplotlib       : 3.1.1
numexpr          : 2.6.9
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.3.1
sqlalchemy       : 1.3.6
tables           : 3.5.2
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None

[MarcoGorelli]

Thanks @michaeldorner for your suggestion.

I think you're right that MAD is more commonly used for "median absolute deviation" than "mean absolute deviation".

I'll close this issue as it looks like a duplicate of #11787 - the issue is still open though, and it seems the core team would be open to this, so if you'd like to submit a PR it would be welcome!

[jreback]

i think we have another issue about depreciating mad entirely

[michaeldorner]

So there is no replacement for this method anyway?