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grubbstest

PURPOSE ^

% Grubbs tests for one or two outliers in data sample

SYNOPSIS ^

function [pval,G,U] = grubbstest(x,type,opposite,twosided)

DESCRIPTION ^

% Grubbs tests for one or two outliers in data sample
% 
% Description:
% 
%      Performs Grubbs' test for one outlier, two outliers on one tail,
%      or two outliers on opposite tails, in small sample.
% 
% Usage:
% 
%      [pval,G,U] = grubbstest(x,type,opposite,twosided)
% 
% Arguments:
% 
%        x: a numeric vector or matrix of data values. Matrices are treated
%           columnwise (each column as independent set).
% 
% opposite: a logical (default 0) indicating whether you want to check not the value
%           with largest difference from the mean, but opposite (lowest,
%           if most suspicious is highest etc.)
% 
%     type: Integer value indicating test variant. 10 is a test for one
%           outlier (side is detected automatically and can be reversed
%           by 'opposite' parameter). 11 is a test for two outliers on
%           opposite tails, 20 is test for two outliers in one tail. Default 10.
% 
% two.sided: Logical value indicating if there is a need to treat this
%           test as two-sided. Default 0.
% 
% Details:
% 
%      The function can perform three tests given and discussed by Grubbs
%      (1950).
% 
%      First test (10) is used to detect if the sample dataset contains
%      one outlier, statistically different than the other values. Test
%      is based by calculating score of this outlier G (outlier minus
%      mean and divided by sd) and comparing it to appropriate critical
%      values. Alternative method is calculating ratio of variances of
%      two datasets - full dataset and dataset without outlier. The
%      obtained value called U is bound with G by simple formula.
% 
%      Second test (11) is used to check if lowest and highest value are
%      two outliers on opposite tails of sample. It is based on
%      calculation of ratio of range to standard deviation of the sample. 
% 
%      Third test (20) calculates ratio of variance of full sample and
%      sample without two extreme observations. It is used to detect if
%      dataset contains two outliers on the same tail.
% 
%      The p-values are calculated using 'grubbscdf' function.
% 
% Value:
% 
% G,U: the value statistic. For type 10 it is difference between
%           outlier and the mean divided by standard deviation, and for
%           type 20 it is sample range divided by standard deviation.
%           Additional value U is ratio of sample variances with and
%           withour suspicious outlier. According to Grubbs (1950) these
%           values for type 10 are bound by simple formula and only one
%           of them can be used, but function gives both. For type 20 the
%           G is the same as U.
% 
%  pval: the p-value for the test.
% 
% 
% Author(s):
% 
%      Lukasz Komsta, ported from R package 'outliers'.
%    See R News, 6(2):10-13, May 2006
% 
% References:
% 
%      Grubbs, F.E. (1950). Sample Criteria for testing outlying
%      observations. Ann. Math. Stat. 21, 1, 27-58.
% 
%

CROSS-REFERENCE INFORMATION ^

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