Identification of outlier data values on individual homogeneous segments using Grubbs test.
The function is called by KRDetect.outliers.changepoint
and is not intended for use by regular users of the package.
grubbs.detect(x, cp.segment)
a numeric vector of data.
an integer membership vector for individual segments.
A logical vector specifing the identified outliers, TRUE
means that corresponding data value from vector x
is detected as outlier.
This function detects outlier observations on individual segments using Grubbs test. The function is exported for developer use only. It does not perform any checks on inputs since it is only convenience function for identification of outlier residuals.
Grubbs F (1950). Sample criteria for testing outlying observations. The Annals of Mathematical Statistics, 21(1), 27-58.
Campulova M, Michalek J, Mikuska P, Bokal D (2018). Nonparametric algorithm for identification of outliers in environmental data. Journal of Chemometrics, 32, 453-463.