Outlier detector (IQR or z-score)
Written by Agorean from what the endpoint says about itself
Flags outliers in a numeric series using IQR or z-score rules.
It flags outliers in a numeric series using either the IQR rule, Tukey fences at 1.5 times IQR, which is robust and the default, or a z-score rule that flags values where the absolute z exceeds a threshold and assumes a normal distribution. It returns the outlier values, their indices, and the thresholds used, so you can decide whether to trust them.
WHEN TO USE THIS
When: I have a numeric series and need to find its outliers
For example: Send the series to get back outlier values and their indices.
When: I don't want to assume my data is normally distributed
For example: Use the default IQR rule instead of the z-score rule.
When: I need to tune how strict the outlier flagging is
For example: Set a z-score threshold, or check the thresholds it used for IQR.
When: I need to judge how much to trust the flagged outliers
For example: Read the returned thresholds alongside the flagged values before deciding.
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