getQQLimit: Determine outlier limit

In extremevalues: Univariate Outlier Detection

Determine outlier limit

Description

Determine outlier limit. These functions are called by the wrapper function getOutliersII

Usage

qqExponentialLimit(y, p, iLambda, alpha)
qqLognormalLimit(y, p , iLambda, alpha)
qqParetoLimit(y, p , iLambda, alpha)
qqWeibullLimit(y, p , iLambda, alpha)
qqNormalLimit(y, p , iLambda, alpha)

Arguments

y	Vector of real numbers
p	Corresponding quantile values

Details

The functions fit a model cdf to the observed y and p and returns the confidence limits for the fit residuals.

Value

limit	The residual-values corresponding to the confidence values
R2	R-squared value for the fit
lamda	(exponential only) Estimated location (and spread) parameter for f(y)=\lambda\exp(-\lambda y)
mu	(lognormal only) Estimated {\sf E}(\ln(y)) for lognormal distribution
sigma	(lognormal only) Estimated Var(ln(y)) for lognormal distribution
ym	(pareto only) Estimated location parameter (mode) for pareto distribution
alpha	(pareto only) Estimated spread parameter for pareto distribution
k	(weibull only) estimated power parameter k for weibull distribution
lambda	(weibull only) estimated scaling parameter \lambda for weibull distribution

Author(s)

Mark van der Loo, see www.markvanderloo.eu

References

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.

Examples

y <- sort(exp(rnorm(100)));
p <- seq(1,100)/1000;
L <- qqExponentialLimit(y,p,seq(10,90),0.05);

extremevalues documentation built on April 4, 2025, 1 a.m.