Thanks a lot everybody!

I will look into the directions you guys pointed out!

Thanks again and happy holidays!

On Fri, Dec 30, 2011 at 4:52 PM, Chris Waggoner <chris.is.fun@gmail.com>wrote:

> Tukey's criterion is 1.5 times the distance from 25th percentile to 75th
> percentile. (Should not be further than that from the median.) That
> corresponds to Gaussian; you can increase it to 2 or 2.5 if that rule
> catches too many.
>
>
> On Fri, Dec 30, 2011 at 11:21 AM, Michael <comtech.usa@gmail.com> wrote:
>
>> Happy holidays all!
>>
>> I know it's very subjective to determine whether some data is outlier or
>> not...
>>
>> But are there reasonably good and realistic methods of identifying
>> outliers/errornous quotes  in tick data in R?
>>
>> Thanks a lot!
>>
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>>
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