Outliers Interquartile Range

Suggests outliers based on Interquartile Range method

The calculated bounds are

lower_bound = q25 - k * interquartile_range
upper_bound = q75 + k * interquartile_range

Any value outside these bounds is suggested as an outlier.

see https://en.wikipedia.org/wiki/Interquartile_range#Outliers for details

Installation

npm install @lgodard/outliers-interquartile-range

Example

const outliersEngine = require('outliers-interquartile-range');

const options = {sorted: false, k: 1.5};

// array_values is 1-D array to be analyzed
const results = outliersEngine.getOutliers(array_values, options);

Documentation

|Option|type|default|description |------ | ----------- |---|---| |sorted|boolean|false|The submited data_array is already sorted, avoiding costly operation |k |number |1.5| Interquartile range multiplier defining the threshold

Results

The getOutliers method returns an object with the following entries

|Entry|description |------ | -----------| |outliers| Object upper & lower outliers - see above |stats |Object calculated values q25, q75 & iqr (interquartile range) |parameters |Object the used parameters combining submitted options and defaults

The upper & lower objects contain

|Entry|description |------ | -----------| |threshold| number The limit for the value being suggested as outlier |values | Array The suggested outlier values |indexes |Array The indexes against submitted data_array suggested as outliers

results = { 
    'outliers': {
        'upper': {
            'threshold': 64540.095,
            'values': [ 193568.04, 128104.71, 235793.39, 157432.6 ],
            'indexes': [ 11, 36, 43, 82]
        },
        'lower': {
            'threshold': -36329.865,
            'values': [],
            'indexes': []
        }
    },
    'parameters': {
        'sorted': false,
        'k': 1.5
    },
    'stats': {
        'q25': 1496.37,
        'q75': 26713.86,
        'iqr': 25217.49
    }
};

Acknowledgements

The main work (quartiles calculation) is done through the summary package. Many thanks to the author.

License

MIT