extremevalues: An R package for outlier detection

Description References See Also


This package offers outlier detection and plot functions for univariate data.

The package is the implementation of the outlier detection methods introduced in the reference below. Briefly, the methods work as follows. Using a subset of the data, the parameters for a model distribution are estimated using regression of the sorted data on their QQ-plot positions.

A value in the data is an outlier when it is unlikely to be drawn from the estimated distribution. There are two methods to determine the "unlikelyness". The first, called "Method I", determines the value above which less than ρ observations are expected, given the total number of observations in the data. Here ρ is a parameter which should have a value of 1 or less. The second notion of unlikelyness uses the fit residuals. Extremely large or small values are outliers when their residuals are above or below a confidence limit α, to be determined by the user.


M.P.J. van der Loo, Distribution based outlier detection for univariate data. Discussion paper 10003, Statistics Netherlands, The Hague (2010). Available from www.markvanderloo.eu or www.cbs.nl.

See Also

getOutliers, outlierPlot

extremevalues documentation built on July 1, 2020, 6:19 p.m.