[R] outlier detection methods in r?

Robert L. Sandefur rls at pincock.com
Fri Apr 21 14:35:17 CEST 2000

```hi -

if I sample from a normal distribution with something like
n100<-rnorm(100,0,1)
n100[10]<-4
then
qqnorm(n100)
visually shows the point 4 as an outlier
and calculating the probablity of a value of 4 or bigger  in 100 samples of norm(0,1)
gives
> 1-exp(log(pnorm(4,0,1))*100)
[1] 0.003162164

If I have more than 1 sample above outlier threshold the math is a bit more complicated
but doable.

My questions are

1) are there better ways to assess probablity of outliers (ie value(s) above theshold from a given distribution)?
2) are they implimented in r?

(I checked outlier and extreme in r help and found nothing helpful)

thanx

bob sandefur

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

```