[R] grubbs.test

[vito muggeo]

Dear Dave,
I do not know the grubbs.test (is it a function, where can I find it?) 
and probably n=6 data points are really few..

Having said that, what do you mean as "outlier"?
If you mean deviation from the estimated mean (of previous data), you 
might have a look to the strucchange package..(sorry, but now I do not 
remember the exact name of the function)

best,
vito


Dave Evens wrote:
> Dear All,
> 
> I have small samples of data (between 6 and 15) for
> numerious time series points. I am assuming the data
> for each time point is normally distributed. The
> problem is that the data arrvies sporadically and I
> would like to detect the number of outliers after I
> have six data points for any time period. Essentially,
> I would like to detect the number of outliers when I
> have 6 data points then test whether there are any
> ouliers. If so, remove the outliers, and wait until I
> have at least 6 data points or when the sample size
> increases and test again whether there are any
> outliers. This process is repeated until there are no
> more data points to add to the sample.
> 
> Is it valid to use the grubbs.test in this way?
> 
> If not, are there any tests out there that might be
> appropriate for this situation? Rosner's test required
> that I have at least 25 data points which I don't
> have.
> 
> Thank you in advance for any help.
> 
> Dave
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> 

-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90121 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612