taylorwc taylorwc - 4 months ago 12
R Question

What is the default method for limit in getOutliersI?

Using the

extremevalues
package in R for univariate outlier detection. I have an admittedly limited understanding of statistics, but am trying to conceptually grasp what some of the getOutliersI function is doing to determine outliers. I've tried looking at the package's documentation and am not finding it.

Calling the function on my data produces results that fit with common sense:

getOutliersI(data)


Since I'm not supplying any rho or FLim arguments, It's calculating the limits for me--but how?

Answer

I am not sure to understand your question. But a simple answer is if you don't supply argument it will use optional parameters.

getOutliersI(y, rho=c(1,1), FLim=c(0.1,0.9), distribution="normal")

So here it will use a normal distribution with parameter rho=c(1,1) and FLim=c(0.1,0.9 to compute Gaussian limits.