scalation
API
Generated with
scalation/scalation/scalation.modeling/QuartileXOutlier

QuartileXOutlier

scalation.modeling.QuartileXOutlier
object QuartileXOutlier extends Outlier

Detect outliers in the vector by treating anything that falls below the 1st Quartile or above the 3rd Quartile as an Outlier. Common values for X_MULTIPLIER are 1.5 and 2.0.

Attributes

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

Members list

Inherited
  • Not inherited
  • Outlier
Visibility
  • public
  • protected

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 X times below the 1st Quartile or above the 3rd Quartile as an Outlier.

Calculate the lower and upper bound for acceptable values for vector y. Treat anything that falls X times below the 1st Quartile or above the 3rd Quartile as an Outlier.

Value parameters

factor

the factor used in computing the bound (multiple of IRQ)

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
Generated with