[R] outlier threshold

Melanie Vida mvida at mac.com
Fri Feb 25 16:17:35 CET 2005


For the analysis of financial data wih a large variance, what is the best way to select an outlier threshold? 

Listed below, is there a best method to select an outlier threshold and how does R calculate it?

In R, how do you find the outlier threshold through an interquartile range?
In R, how do you find the outlier threshold using the hist command?
In R, how do you find the outlier threshold with Chebyshev Inequality?
In R, how do you find the outlier threshold with Kmeans? 

Also, is there a better way to select an outlier threshold not listed above?




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