How can I replace outliers with 2 standard deviation from the mean
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How can I replace outliers with 2 standard deviation from the mean?
This script is to replace with mean, but not 2std from the mean, anyone could help to modify this?
A=filloutliers(A,'center','mean','ThresholdFactor', 2);% replace 2 std away from mean with mean
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Accepted Answer
dpb
on 6 Feb 2021
Edited: dpb
on 8 Feb 2021
Can't do it with filloutliers alone; it for some reason doesn't have the facility to use a function handle as a fill option...
One way amongst many but one that keeps filloutliers in the code--
A=filloutliers(A,'center',nan,'ThresholdFactor', 2); % step 1: replace 2 std away from mean with NaN
A(isnan(A))=2*std(A); % step 2: replace NaN w/ 2*std()
Does seem like a reasonable enhancement request to be able to use a function handle in filloutliers
Alternatively,
mnA=mean(A); sdA=std(A);
Z=(A-mnA)/sdA;
isOut=(abs(Z)>=2);
A(isOut)=mnA+sign(Z(isOut))*2*sdA;
ADDENDUM:
To consolidate in one place, with the added caveat the data are 2D by column, the above must be extended as follows:
Since mnA and sdA are now row vectors of column statistics, Z needs the "dot" division operator to be element-wise:
Z=(A-mnA)./sdA;
and have to apply the outlier calculation by column as well. It's probably just as quick here to write the explicit loop as:
for i=1:size(A,2)
A(isOut(:,i))= mnA(i)+sign(Z(isOut(:,i)))*2*sdA(i);
end
This way each column is a vector so the size of the logical elements selected will match and the mean and std dev are constants for the column instead of arrays.
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dpb
on 8 Feb 2021
Shoulda' told us that going in... :)
As written above, then need two changes -- since mnA and sdA are now row vectors of column statistics, Z needs the "dot" division operator to be element-wise:
Z=(A-mnA)./sdA;
and have to apply the outlier calculation by column as well. It's probably just as quick here to write the explicit loop as:
for i=1:size(A,2)
A(isOut(:,i))= mnA(i)+sign(Z(isOut(:,i)))*2*sdA(i);
end
This way each column is a vector so the size of the logical elements selected will match and the mean and std dev are constants for the column instead of arrays.
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