--- bogdan romocea <[EMAIL PROTECTED]> wrote:
> I'm not sure I understand. > You have financial data and want to throw away some > outliers?? > Why would you ever do this?
I would select an outlier threshold, to extract a subset of the data "x" that had significant difference in financial contributions in a range of two years. "x" represents a variable for the amount of dollar value change in allocations to an account over a 2 year period.
> > First of all, I'd suggest you pay close attention to > what the data is > trying to say. Maybe your distribution is not normal > after all (see > tests for normality etc). Maybe you shouldn't force > your normality > assumption upon the data. >
A plot off qq.plot(x) or qqnorm(x) indicated that the data was not normally distributed. I also used shapiro.test() which gave a p-value << 0.05.
In order to select the outlier threshold, I ended up using the following : outlier_threshold <- qauntile(x, 3/4) + 1.5* IQR(x)
-Melanie
> > > -----Original Message----- > From: Melanie Vida [mailto:[EMAIL PROTECTED] > Sent: Friday, February 25, 2005 1:30 PM > To: r-help > Subject: [R] Temporal Analysis of variable x; How to > select the outlier > threshold in R? > > > For a financial data set with large variance, I'm > trying to find the > outlier threshold of one variable "x" over a two > year period. I > qqplot(x2001, x2002) and found a normal > distribution. The latter part > of > the normal distribution did not look linear though. > Is there a suitable > > method in R to find the outlier threshold of this > variable from 2001 > and > 2002 in R? > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >
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