Statistical Outlier Detection
Data scientists frequently want to find anomalies in numerical data. To that end, HCP has some simple statistical outlier detectors.
Function | Description | Input | Returns |
---|---|---|---|
OUTLIER_MAD_STATE_MERGE | Update the statistical state required to compute the Median Absolute Deviation. |
|
The Median Absolute Deviation state |
OUTLIER_MAD_ADD | Add a piece of data to the state |
|
The MAD state |
OUTLIER_MAD_SCORE | Get the modified z-score normalized by the MAD: scale * | x_i - median(X) | / MAD. |
|
The modified z-score |