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kuantile
2005 Feb 25
4
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?