Created
August 7, 2014 10:38
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find one outlier using Grubbs' test
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# code adapted from Lukasz Komsta's grubbs.test | |
# outlier value ("o" in grubbs.test) is stored in $outlier_value | |
# row name of the outlier ("G" in grubbs.test) is stored in $outlier_rowname | |
find_one_outlier <- function (x, opposite = FALSE) | |
{ | |
DNAME <- deparse(substitute(x)) | |
x <- sort(x[complete.cases(x)]) | |
n <- length(x) | |
if (xor(((x[n] - mean(x)) < (mean(x) - x[1])), opposite)) { | |
alt = paste("lowest value", x[1], "is an outlier") | |
o <- x[1] | |
d <- x[2:n] | |
} | |
else { | |
alt = paste("highest value", x[n], "is an outlier") | |
o <- x[n] | |
d <- x[1:(n - 1)] | |
} | |
g <- abs(o - mean(x))/sd(x) | |
u <- var(d)/var(x) * (n - 2)/(n - 1) | |
pval <- 1 - pgrubbs(g, n, type = 10) | |
method <- "Grubbs test for one outlier" | |
RVAL <- list(statistic = c(G = g, U = u), alternative = alt, | |
p.value = pval, method = method, data.name = DNAME, | |
outlier_value = o, outlier_rowname = g) | |
class(RVAL) <- "htest" | |
return(RVAL) | |
} |
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