Updated Jaco de Groot's outlier test (here: http://www.mathworks.com/matlabcentral/fileexchange/11106-outlier-removal). The code is now entirely vectorized and will probably run faster for large data sets.
There was also an issue in the earlier version where the pcrit and lambda were calculated incorrectly. This has been fixed. Here is his original description:
Grubb's outlier test can be used to remove one outlier (see deleteoutliers.m by Brett Schoelson). If you decide to remove this outlier, you might be tempted to run Grubbs' test again to see if there is a second outlier in your data. However, if you do this, you cannot use the same rejection criteria. Rosner has extended Grubb's method to detect several outliers in one dataset((Rosner, B., 1983. Percentage points for a generalized ESD
many-Outlier Procedure. Technometrics 25, 165?172.))
Rosner's many outliers test is implemented in this Matlab file. For good results, the dataset should be normally distributed after removal of the outliers (this can be tested for by "Pearson Chi Square Hypothesis Test" written by G. Levin). If the dataset is not normally distributed, usually the logarithm of the data will be.
I did not use the original reference by Rosner, but I used a paper that is available for download as PDF ( "Quality control of semi-continuous mobility size-fractionated
particle number concentration data", Atmospheric Environment 38 (2004) 3341?3348, Rong Chun Yu,*, Hee Wen Teh, Peter A. Jaques, Constantinos Sioutas,
John R. Froines) |