Find Outliers using Python
Find outliers in a dataset using the modified z-score method.
import numpy as np
def is_outlier(points, thresh=3.5):
"""
Returns a boolean array with True if points are outliers and False
otherwise.
Parameters:
-----------
points : An numobservations by numdimensions array of observations
thresh : The modified z-score to use as a threshold. Observations with
a modified z-score (based on the median absolute deviation) greater
than this value will be classified as outliers.
Returns:
--------
mask : A numobservations-length boolean array.
References:
----------
Boris Iglewicz and David Hoaglin (1993), "Volume 16: How to Detect and
Handle Outliers", The ASQC Basic References in Quality Control:
Statistical Techniques, Edward F. Mykytka, Ph.D., Editor.
"""
if len(points.shape) == 1:
points = points[:,None]
median = np.median(points, axis=0)
diff = np.sum((points - median)**2, axis=-1)
diff = np.sqrt(diff)
med_abs_deviation = max(np.median(diff), 1e-10)
modified_z_score = 0.6745 * diff / med_abs_deviation
return modified_z_score > thresh