detect_anoms_sd: Outlier detection
Description
Using generialized ESD to detect outliers, iterate and remove point with ares higher than lamda
in a univariate data set assumed to come from a normally distributed population.Usage
detect_anoms_sd(data, max_anoms = 0.1, alpha = 0.01, direction = "pos")
Arguments
data
A vectors of boservations.
max_anoms
Maximal percentile of anomalies.
alpha
The level of statistical significance with which to accept or reject anomalies.
direction
Directionality of the anomalies to be detected. Options are: 'pos' | 'neg' | 'both'.
Value
- A vector containing indexes of the anomalies (outliers).