Dear R-experts,
I'm having some doubts concernig the scores function of the
"outliers"
package. I don´t understand the results when I select the p-value option on
a sample, ie, when I use scores(x,"(method)",1). The help on the
function
says that the output are the p-values associatted to the sample. But for
example:
>ser[[8]]
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2005
82
2006 3139 2380 1462 2897 2961 6501 686 1550 2124 2743 2652 2807
2007 2759 2974 3235 2928 606 6113 3493 2796 3607 2008 2544 3517
2008 1791 5132 3558 2898 1730 3352 2338 2462
>scores(ser[[8]],"mad",1)
Jan Feb Mar Apr May
2005
2006 0.6613307497 0.3069006015 0.0527997798 0.5487581386 0.5793236926
2007 0.4820994162 0.5854804388 0.7028297078 0.5636110196 0.0039452802
2008 0.1113882364 0.9977003225 0.8223588740 0.5492384458 0.0979746949
Jun Jul Aug Sep Oct
2005
2006 0.9999965147 0.0052386075 0.0653256352 0.2074755271 0.4743676743
2007 0.9999713783 0.8010952047 0.5000000000 0.8374015640 0.1695530561
2008 0.7500003207 0.2892402178 0.3426727125
Nov Dec
2005 0.0004967017
2006 0.4306622988 0.5053234242
2007 0.3799148443 0.8091190064
2008
but when I choose the significance:
> scores(ser[[8]],"mad",0.99)
Jan Feb Mar Apr May Jun Jul
Aug Sep Oct Nov Dec
2005
TRUE
2006 FALSE FALSE FALSE FALSE FALSE TRUE TRUE FALSE FALSE FALSE FALSE FALSE
2007 FALSE FALSE FALSE FALSE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
2008 FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
????
Note that the higer values get p-value-scores around 0.99 and above, but
small values like "83" get a score of 0.0004967017. So, first, which
is the
null hypothesis for these calculations??, now second, why the p-values have
these values???, and third, how must I interpreter the p values returned by
this function?
Thanks
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