DESP_SimpleOut: Detection of simple outliers

Description Usage Arguments Details Value Author(s)

View source: R/DESP_SimpleOut.R

Description

This function aims to detect outliers characterized by a very large Euclidean norm.

Usage

1
  DESP_SimpleOut(ve, method='MAD', iqr.mult=1.5, mad.mult=2.5, mad.constant=1.4826)

Arguments

ve

Vector of Euclidean norms.

method

The method to be used : either based on interquantile range (IQR), or median absolute deviation (MAD, chosen by default).

iqr.mult

The multiplicative factor associated to IQR.

mad.mult

The multiplicative factor associated to MAD.

mad.constant

The scale constant associated to MAD.

Details

Denoting the first quartile by Q1, the third one by Q3 and the median by Q2, if the method 'IQR' is chosen, any entry of ve above Q3 + iqr.mult * (Q3-Q1) is considered as an outlier. If the method 'MAD' is chosen, any entry of ve above Q2 + mad.mult * MAD is considered as an outlier.

Value

This function returns the positions of the observations detected as outliers in ve.

Author(s)

Arnak Dalalyan and Samuel Balmand.


DESP documentation built on May 29, 2017, 9:27 p.m.