The help pages for the command `3dTcount` explains that the outliers are defined as:
* The trend and MAD of each time series are calculated.
- MAD = median absolute deviation
= median absolute value of time series minus trend.
* In each time series, points that are 'far away' from the
trend are called outliers, where 'far' is defined by
alpha * sqrt(PI/2) * MAD
alpha = qginv(0.001/N) (inverse of reversed Gaussian CDF)
N = length of time series
I cannot find any mathematical reference to how outliers are defined using the "inverse of reversed Gaussian CDF". Can someone please elaborate on this on how outliers are defined. How the upper and lower bounds are calculated? I would appreciate any help from you folks. Thank you!
