[R] Identifying outliers in non-normally distributed data

John josip.2000 at gmail.com
Sun Dec 27 14:39:59 CET 2009


Hello,

I've been searching for a method for 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 packages available for this? Thanks!

PS. My data has 1000's of observations..




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