Statistical Outlier Detection
Data scientists frequently want to find anomalies in numerical data. To that end, CCP 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 zscore normalized by the MAD: scale *  x_i  median(X)  / MAD. 

The modified zscore 