Re: [R] grubbs.test

From: vito muggeo <vmuggeo_at_dssm.unipa.it>
Date: Fri 15 Apr 2005 - 00:04:40 EST

Dear Dave,
I do not know the grubbs.test (is it a function, where can I find it?) and probably n=6 data points are really few..

Having said that, what do you mean as "outlier"? If you mean deviation from the estimated mean (of previous data), you might have a look to the strucchange package..(sorry, but now I do not remember the exact name of the function)

best,
vito

Dave Evens wrote:
> Dear All,
>
> I have small samples of data (between 6 and 15) for
> numerious time series points. I am assuming the data
> for each time point is normally distributed. The
> problem is that the data arrvies sporadically and I
> would like to detect the number of outliers after I
> have six data points for any time period. Essentially,
> I would like to detect the number of outliers when I
> have 6 data points then test whether there are any
> ouliers. If so, remove the outliers, and wait until I
> have at least 6 data points or when the sample size
> increases and test again whether there are any
> outliers. This process is repeated until there are no
> more data points to add to the sample.
>
> Is it valid to use the grubbs.test in this way?
>
> If not, are there any tests out there that might be
> appropriate for this situation? Rosner's test required
> that I have at least 25 data points which I don't
> have.
>
> Thank you in advance for any help.
>
> Dave
>
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-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
UniversitÓ di Palermo
viale delle Scienze, edificio 13
90121 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612

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Received on Fri Apr 15 00:13:33 2005

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