QuantileOutlier

scalation.modeling.QuantileOutlier
object QuantileOutlier extends Outlier

Detect outliers in the vector by treating anything that falls outside 1-st or 99-th percentile. Common percentiles that may be passed in factor are .0035, .005, .01, .02, and .05. Note, extreme 2% as discussed in textbook corresponds to 1% in left tail and 1% in right tail.

Attributes

Graph
Supertypes
trait Outlier
class Object
trait Matchable
class Any
Self type

Members list

Value members

Concrete methods

def calcBounds(y: VectorD, factor: Double): (Double, Double)

Calculate the lower and upper bound for acceptable values for vector y. Treat anything that falls below the factor percentile or above the (1 - factor) percentile as an outlier.

Calculate the lower and upper bound for acceptable values for vector y. Treat anything that falls below the factor percentile or above the (1 - factor) percentile as an outlier.

Value parameters

factor

the factor used in computing the bound (percentile)

y

the vector with the possible outlier values

Attributes

Inherited methods

def findOutliers(y: VectorD, bounds: (Double, Double)): Set[Int]

Find/detect all outliers in vector y outside the bounds and return their element indices.

Find/detect all outliers in vector y outside the bounds and return their element indices.

Value parameters

bounds

the acceptable lower and upper bounds for element values

y

the vector with the possible outlier values

Attributes

Inherited from:
Outlier
def removeOutliers(x: MatrixD, y: VectorD, toRemove: Set[Int]): (MatrixD, VectorD)

Remove all outliers from matrix x and vector y specified by indices in toRemove.

Remove all outliers from matrix x and vector y specified by indices in toRemove.

Value parameters

toRemove

the indices of elements to be removed

x

the predictor matrix: y = f(x)

y

the vector with the possible outlier values

Attributes

Inherited from:
Outlier
def removeOutliers(y: VectorD, toRemove: Set[Int]): VectorD

Remove all outliers from vector y specified by indices in toRemove.

Remove all outliers from vector y specified by indices in toRemove.

Value parameters

toRemove

the indices of elements to be removed

y

the vector with the possible outlier values

Attributes

Inherited from:
Outlier

Inherited fields

protected val flaw: (String, String) => Boolean

Attributes

Inherited from:
Outlier