Z-score, also called a standard score, of an observation is a distance from the population center measured in number of normalization units. The default choice for center is sample mean and for normalization unit is standard deviation. Values are considered outliers based on z-score if its absolute value of default z-score is higher then the threshold (popular choice is 3).
Arguments
- x
Numeric. Distribution
- thresh
Numeric. Z-Score threshold for n standard deviations.
- mad
Boolean. Use median absolute deviation instead?
Value
data.frame. Each row is an x observation with its
respective std/mean or mad/med calculations depending on mad input.
See also
Other Outliers:
outlier_turkey(),
outlier_zscore_plot(),
winsorize()