Calculate scores of the sample
Description:
This function calculates normal, t, chi-squared, IQR and MAD
scores of given data.
Usage:
[res]=scores(x,type,prob,lim)
Arguments:
x: a vector or matrix of data. Matrices are treated columnwise
(each column as independent dataset).
type: "0" calculates normal scores (differences between each value
and the mean divided by sd, DEFAULT), "1" calculates t-Student scores
(transformed by '(z*sqrt(n-2))/sqrt(z-1-t^2)' formula,
"2" gives chi-squared scores (squares of differences
between values and mean divided by variance. For the "3"
type, all values lower than first and greater than third
quartile is considered, and difference between them and
nearest quartile divided by IQR are calculated. For the
values between these quartiles, scores are always equal to
zero. "4" gives MAD scores - differences between each value and median,
divided by median absolute deviation.
prob: If set (default is NA), the corresponding p-values instead of scores are
given. If value is set to 1, p-values are returned. Otherwise,
a logical vector is formed, indicating which values are
exceeding specified probability. In "z" and "mad" types,
there is also possibility to set this value to zero, and then
scores are confirmed to (n-1)/sqrt(n) value, according to
Shiffler (1998). The "3" (IQR) type does not support
probabilities, but "lim" value can be specified.
lim: This value can be set for "3" (IQR) type of scores, to form
logical vector, which values has this limit exceeded.
Value:
A vector of scores, probabilities, or logical vector.
Author(s):
Lukasz Komsta, ported from R package "outliers".
See R News, 6(2):10-13, May 2006
References:
Schiffler, R.E (1998). Maximum Z scores and outliers. Am. Stat.
42, 1, 79-80.
