GRUBBSTEST
gts outlierThe GRUBBSTEST
function detects an outlier in a GTS (or a LIST of GTS), by applying a
Grubbs’ test.
This test is done under the assumption that the GTS follows an approximately normal distribution.
It tests whether there is exactly a single outlier in a GTS or not. For an iterative version which can detect multiple outliers, use instead
ESDTEST
.
This function only applies to GTS of type DOUBLE.
Reference
Grubbs, Frank (February 1969). “Procedures for Detecting Outlying Observations in Samples”. Technometrics (Technometrics, Vol. 11, No. 1).