[R] outlier threshold

Melanie Vida
Fri, 25 Feb 2005 15:17:35 -0000

For the analysis of financial data wih a large variance, what is the best way to
select an outlier threshold?

Listed below, is there a best method to select an outlier threshold and how does
R calculate it?

In R, how do you find the outlier threshold through an interquartile range?
In R, how do you find the outlier threshold using the hist command?
In R, how do you find the outlier threshold with Chebyshev Inequality?
In R, how do you find the outlier threshold with Kmeans?

Also, is there a better way to select an outlier threshold not listed above?