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libtest
2009 Dec 27
2
Identifying outliers in non-normally distributed data
...identify outliers for quite some
time now. The complication is that I cannot assume that my data is
normally distributed nor symmetrical (i.e. some distributions might
have one longer tail) so I have not been able to find any good tests.
The Walsh's Test (http://www.statistics4u.info/
fundsta...liertest.html#), as I understand assumes that the data is
symmetrical for example.
Also, while I've found some interesting articles:
http://tinyurl.com/yc7w4oq ("Missing Values, Outliers, Robust
Statistics & Non-parametric Methods")
I don't really know what to use.
Any ideas? Any R p...