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updated 1 year ago

Outlier removal v2 by Paul

Rosner's many outlier test, vectorized. (outlier removal, outlier, rosner)

outlier(y, alpha, k)

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updated 1 year ago

Hampel filter in C++ by Ivar Eskerud Smith

Detect and replace outliers in a signal. (hampel, outlier, median)

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updated 1 year ago

Anomaly Detection by michael kim

Given m points in R^n (as a matrix), find the outliers via dimensionality reduction and resampling. (kolmogorov smirnov, statistics, machine learning)

kse_test(x)

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updated 2 years ago

Outlier Detection and Removal [hampel] by Michael Lindholm Nielsen

Detect and replace outliers with appropriate local values in a non-linear time series. (hampel filter, outliers, time series)

hampel(X, Y, DX, T, varargin)

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updated 3 years ago

deleteoutliers by Brett Shoelson

For input vector A, returns a vector B with outliers removed. (statistics, probability, outlier)

deleteoutliers(a,alpha,rep);

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updated almost 4 years ago

Tests to Identify Outliers in Data Series by Francisco Augusto Alcaraz Garcia

This document includes several statistical tests to identify outliers in data series. (outlier, boxplot, grubbs)

adjboxplot(x, x_date, k)

adjboxplot_test()

expsm(x, x_date, k, alpha, stdexpsm, alpha_std)

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updated almost 5 years ago

Remove Outliers by Vince Petaccio

Uses the Thompson Tau technique to remove outliers from a vector containing statistical data. (thomspon, tau, method)

removeoutliers(datain)

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updated almost 6 years ago

Peirce's method by Marc

Applies Peirce's method for outlier rejection (statistics, probability, outlier)

apply_peirce(orig_data)

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updated almost 8 years ago

moutlier1 by Antonio Trujillo-Ortiz

Detection of Outlier in Multivariate Samples Test. (statistics, probability, outlier)

ACR(p,n,alpha);

moutlier1(X,alpha)

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updated 8 years ago

regout by Antonio Trujillo-Ortiz

Outlier test on an analysis of regression based on the externally studentized residual, R-student. (statistics, probability, outlier)

regout(D,alpha)

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updated almost 9 years ago

outaovii by Antonio Trujillo-Ortiz

Identification of outliers in a one-way analysis of variance model II (random effects). (statistics, probability, outlier)

outAOVII(X,alpha)

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