t-score test for outliers — outlier

Performs a t-score test for outliers.

outlier_tscore(
  x,
  mask = !is.na(x),
  threshold = c(0.9, 0.95),
  return.score = FALSE
)

Arguments

x	A vector of data.
mask	A logical vector that defines which values in `x` will used when computing statistics. Useful when a subset of quality-assured data is available. Default mask is non-`NA` Values.
threshold	A length-two vector identifying thresholds for "mild" and "extreme" outliers.
return.score	if `TRUE`, return the numeric outlier score. If `FALSE`, return an ordered factor classifying the observations as one of "not outlier" (1), "mild outlier" (2), or "extreme outlier" (3).

Details

The values of threshold identify the quantiles of the t-distribution used to identify mild and extreme outliers. Default values are 0.9 for "mild" outliers and 0.95 for "extreme" outliers.

The t-score is equivalent to the z-score for sample sizes greater than 30.

Examples

x = seq(0, 34, by = 0.25)*pi
noise = rnorm(length(x), mean = 1, sd = 3)
y = sin(x) + noise
mask = noise < 1

outlier_tscore(y)
#>   [1] not outlier     mild outlier    not outlier     not outlier    
#>   [5] not outlier     not outlier     not outlier     not outlier    
#>   [9] not outlier     not outlier     not outlier     not outlier    
#>  [13] not outlier     not outlier     not outlier     not outlier    
#>  [17] not outlier     not outlier     mild outlier    not outlier    
#>  [21] not outlier     not outlier     not outlier     mild outlier   
#>  [25] not outlier     not outlier     not outlier     not outlier    
#>  [29] extreme outlier mild outlier    mild outlier    not outlier    
#>  [33] not outlier     not outlier     not outlier     extreme outlier
#>  [37] not outlier     not outlier     extreme outlier mild outlier   
#>  [41] not outlier     not outlier     mild outlier    not outlier    
#>  [45] not outlier     not outlier     extreme outlier not outlier    
#>  [49] not outlier     mild outlier    mild outlier    not outlier    
#>  [53] mild outlier    extreme outlier not outlier     not outlier    
#>  [57] mild outlier    not outlier     not outlier     not outlier    
#>  [61] not outlier     not outlier     mild outlier    not outlier    
#>  [65] not outlier     not outlier     not outlier     not outlier    
#>  [69] not outlier     not outlier     not outlier     not outlier    
#>  [73] not outlier     not outlier     mild outlier    not outlier    
#>  [77] not outlier     not outlier     not outlier     not outlier    
#>  [81] not outlier     not outlier     not outlier     not outlier    
#>  [85] not outlier     mild outlier    not outlier     not outlier    
#>  [89] not outlier     not outlier     not outlier     not outlier    
#>  [93] not outlier     mild outlier    not outlier     not outlier    
#>  [97] not outlier     not outlier     not outlier     not outlier    
#> [101] extreme outlier not outlier     mild outlier    not outlier    
#> [105] not outlier     not outlier     not outlier     not outlier    
#> [109] not outlier     not outlier     not outlier     not outlier    
#> [113] not outlier     not outlier     not outlier     mild outlier   
#> [117] not outlier     not outlier     not outlier     extreme outlier
#> [121] not outlier     extreme outlier not outlier     not outlier    
#> [125] not outlier     extreme outlier not outlier     not outlier    
#> [129] mild outlier    not outlier     not outlier     extreme outlier
#> [133] not outlier     not outlier     not outlier     not outlier    
#> [137] extreme outlier
#> Levels: not outlier < not evaluated < mild outlier < extreme outlier
outlier_tscore(y, mask)
#>   [1] extreme outlier extreme outlier extreme outlier extreme outlier
#>   [5] not outlier     extreme outlier extreme outlier not outlier    
#>   [9] extreme outlier extreme outlier not outlier     extreme outlier
#>  [13] not outlier     not outlier     not outlier     extreme outlier
#>  [17] not outlier     extreme outlier extreme outlier extreme outlier
#>  [21] not outlier     not outlier     extreme outlier extreme outlier
#>  [25] not outlier     not outlier     mild outlier    mild outlier   
#>  [29] mild outlier    not outlier     not outlier     not outlier    
#>  [33] not outlier     not outlier     not outlier     mild outlier   
#>  [37] not outlier     extreme outlier extreme outlier extreme outlier
#>  [41] not outlier     extreme outlier not outlier     extreme outlier
#>  [45] not outlier     not outlier     extreme outlier not outlier    
#>  [49] extreme outlier extreme outlier extreme outlier not outlier    
#>  [53] not outlier     extreme outlier not outlier     extreme outlier
#>  [57] extreme outlier not outlier     mild outlier    mild outlier   
#>  [61] not outlier     not outlier     mild outlier    not outlier    
#>  [65] not outlier     not outlier     extreme outlier extreme outlier
#>  [69] mild outlier    extreme outlier extreme outlier not outlier    
#>  [73] extreme outlier not outlier     extreme outlier mild outlier   
#>  [77] extreme outlier not outlier     extreme outlier not outlier    
#>  [81] extreme outlier mild outlier    extreme outlier not outlier    
#>  [85] not outlier     extreme outlier mild outlier    extreme outlier
#>  [89] mild outlier    not outlier     extreme outlier extreme outlier
#>  [93] extreme outlier extreme outlier not outlier     not outlier    
#>  [97] not outlier     not outlier     not outlier     not outlier    
#> [101] mild outlier    not outlier     not outlier     mild outlier   
#> [105] extreme outlier mild outlier    extreme outlier extreme outlier
#> [109] mild outlier    extreme outlier extreme outlier not outlier    
#> [113] not outlier     not outlier     not outlier     extreme outlier
#> [117] mild outlier    extreme outlier extreme outlier extreme outlier
#> [121] not outlier     extreme outlier extreme outlier extreme outlier
#> [125] not outlier     extreme outlier not outlier     not outlier    
#> [129] extreme outlier extreme outlier not outlier     extreme outlier
#> [133] extreme outlier not outlier     not outlier     not outlier    
#> [137] extreme outlier
#> Levels: not outlier < not evaluated < mild outlier < extreme outlier
outlier_tscore(y, mask, threshold = c(0.8, 0.9))
#>   [1] extreme outlier extreme outlier extreme outlier extreme outlier
#>   [5] not outlier     extreme outlier extreme outlier not outlier    
#>   [9] extreme outlier extreme outlier mild outlier    extreme outlier
#>  [13] not outlier     not outlier     not outlier     extreme outlier
#>  [17] not outlier     extreme outlier extreme outlier extreme outlier
#>  [21] not outlier     not outlier     extreme outlier extreme outlier
#>  [25] not outlier     mild outlier    extreme outlier extreme outlier
#>  [29] extreme outlier mild outlier    mild outlier    not outlier    
#>  [33] mild outlier    mild outlier    mild outlier    extreme outlier
#>  [37] not outlier     extreme outlier extreme outlier extreme outlier
#>  [41] mild outlier    extreme outlier mild outlier    extreme outlier
#>  [45] not outlier     not outlier     extreme outlier mild outlier   
#>  [49] extreme outlier extreme outlier extreme outlier not outlier    
#>  [53] mild outlier    extreme outlier mild outlier    extreme outlier
#>  [57] extreme outlier not outlier     extreme outlier extreme outlier
#>  [61] not outlier     not outlier     extreme outlier not outlier    
#>  [65] not outlier     not outlier     extreme outlier extreme outlier
#>  [69] extreme outlier extreme outlier extreme outlier not outlier    
#>  [73] extreme outlier not outlier     extreme outlier extreme outlier
#>  [77] extreme outlier not outlier     extreme outlier mild outlier   
#>  [81] extreme outlier extreme outlier extreme outlier not outlier    
#>  [85] not outlier     extreme outlier extreme outlier extreme outlier
#>  [89] extreme outlier mild outlier    extreme outlier extreme outlier
#>  [93] extreme outlier extreme outlier not outlier     mild outlier   
#>  [97] mild outlier    not outlier     not outlier     not outlier    
#> [101] extreme outlier not outlier     mild outlier    extreme outlier
#> [105] extreme outlier extreme outlier extreme outlier extreme outlier
#> [109] extreme outlier extreme outlier extreme outlier not outlier    
#> [113] not outlier     mild outlier    not outlier     extreme outlier
#> [117] extreme outlier extreme outlier extreme outlier extreme outlier
#> [121] not outlier     extreme outlier extreme outlier extreme outlier
#> [125] not outlier     extreme outlier not outlier     mild outlier   
#> [129] extreme outlier extreme outlier not outlier     extreme outlier
#> [133] extreme outlier not outlier     mild outlier    mild outlier   
#> [137] extreme outlier
#> Levels: not outlier < not evaluated < mild outlier < extreme outlier
outlier_tscore(y, return.score = TRUE)
#>   [1]  0.41834366  1.42135160  0.42469896  0.27419651 -0.98798801  0.27586714
#>   [7]  0.57608687 -0.84162554  0.27920835  0.95684693 -0.18784694  0.82707994
#>  [13] -0.92681785 -0.92694006 -1.22765954  0.28496155 -1.22876595  1.06310163
#>  [19]  1.41365760  0.31118587 -1.26782296 -0.88499470  1.20906745  1.47560827
#>  [25] -1.02536342 -0.19536086  0.12549313  0.08049335 -1.65690204 -1.37092002
#>  [31] -1.41235877 -0.35331517 -0.10148815 -0.21007100 -0.08463409 -1.68328841
#>  [37] -0.41458048  0.60424485 -2.19682448  1.61696552 -0.04233134  0.84270822
#>  [43] -1.33779705  0.53047388 -0.31972581 -0.93530289 -2.67516324 -0.24350727
#>  [49]  0.27808603  1.48648551  1.29698413 -1.16354584 -1.35437255 -2.25390786
#>  [55] -0.04658846  0.72195659  1.34113797 -1.05597068  0.23558143  0.15702787
#>  [61] -0.45863182 -1.04525722 -1.61258232 -1.12014949 -0.73029275 -1.12759324
#>  [67]  1.05331321  1.00718570  0.25816298  1.09770820  1.04886163 -0.57528268
#>  [73]  0.45223507 -0.48018098  1.34169144  0.26724264  0.38865953 -0.42497910
#>  [79]  0.71890309  0.02838201  0.94303583  0.05721327  0.58988700 -0.43193507
#>  [85] -1.24075882  1.53059137  0.16411166  0.50686195  0.23132794 -0.03227579
#>  [91]  0.72820751  0.55503365  0.36078620  1.37321361 -1.02982548 -0.24475203
#>  [97] -0.23287845 -0.83873242 -0.36966194 -0.42898348 -1.76575699 -0.75061218
#> [103] -1.49161174  0.24360158  0.85944232  0.14432420  0.62038002  0.55234149
#> [109]  0.13879988  0.60458825  0.47434087 -0.37251795 -0.28103294 -0.21947974
#> [115] -1.08652853  1.38583861  0.04531187  1.24160347  0.79114612 -1.92233303
#> [121] -0.79767875  2.55013067  0.61052041  0.38831970 -0.50160333  2.40853608
#> [127] -0.43446013 -0.22338039  1.45365763  1.00323009 -0.88002123  1.69273865
#> [133]  0.37879193 -1.16319365 -0.04698895 -0.09905131  2.25562520