library doublemadoutliers
Uses the Double Median Absolute Deviation test to find outliers in data
jamesalday/doublemadoutliers
Uses the Double Median Absolute Deviation test to find outliers in data
- Wednesday, June 20, 2018
- by JamesAlday
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This is a small library class that tests asymmetric data for outliers based on the 'Double MAD' method., (*1)
The data is split into 2 'legs' around the median, and each leg is tested for values that are larger than the
median absolute deviation for that leg. This prevents high/low outliers in the data from canceling each other out
or smaller outliers being hidden in widely varied data., (*2)
This library is an adaptation of the algorithm/R script written by Peter Rosenmai on Eureka Statistics. He gives a much more
in-depth analysis of the reasoning behind this method, and it well worth a read if you intend to use this class., (*3)
https://eurekastatistics.com/using-the-median-absolute-deviation-to-find-outliers/, (*4)