From: Melanie Vida <mvida_at_mitre.org>

Date: Wed 02 Mar 2005 - 05:25:51 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Mar 02 06:55:35 2005

Date: Wed 02 Mar 2005 - 05:25:51 EST

- bogdan romocea <br44114@yahoo.com> wrote:

> I'm not sure I understand.

* > You have financial data and want to throw away some
** > outliers??
** > Why would you ever do this?
*

I would select an outlier threshold, to extract a subset of the data "x" that had significant difference in financial contributions in a range of two years. "x" represents a variable for the amount of dollar value change in allocations to an account over a 2 year period.

* >
*

> First of all, I'd suggest you pay close attention to

* > what the data is
** > trying to say. Maybe your distribution is not normal
** > after all (see
** > tests for normality etc). Maybe you shouldn't force
** > your normality
** > assumption upon the data.
** >
*

A plot off qq.plot(x) or qqnorm(x) indicated that the data was not normally distributed. I also used shapiro.test() which gave a p-value << 0.05.

In order to select the outlier threshold, I ended up using the following : outlier_threshold <- qauntile(x, 3/4) + 1.5* IQR(x)

-Melanie

* >
** >
*

> -----Original Message-----

* > From: Melanie Vida [mailto:mvida@mitre.org]
** > Sent: Friday, February 25, 2005 1:30 PM
** > To: r-help
** > Subject: [R] Temporal Analysis of variable x; How to
** > select the outlier
** > threshold in R?
** >
** >
** > For a financial data set with large variance, I'm
** > trying to find the
** > outlier threshold of one variable "x" over a two
** > year period. I
** > qqplot(x2001, x2002) and found a normal
** > distribution. The latter part
** > of
** > the normal distribution did not look linear though.
** > Is there a suitable
** >
** > method in R to find the outlier threshold of this
** > variable from 2001
** > and
** > 2002 in R?
** >
** > ______________________________________________
** > R-help@stat.math.ethz.ch mailing list
** > https://stat.ethz.ch/mailman/listinfo/r-help
** > PLEASE do read the posting guide!
** > http://www.R-project.org/posting-guide.html
** >
** > ______________________________________________
** > R-help@stat.math.ethz.ch mailing list
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** > PLEASE do read the posting guide!
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** >
*

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Mar 02 06:55:35 2005

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