OutlierIdentifiers WL paclet

Wolfram Language (aka Mathematica) paclet that provides outlier identifier functions.

The purpose of the outlier detection algorithms is to find those elements in a list of numbers that have values significantly higher or lower than the rest of the values.

Note that taking a certain number of elements with the highest values is not the same as an outlier detection, but it can be used as a replacement.

Here is example code:

SeedRandom[788];

pnts = RandomVariate[NormalDistribution[20, 16], 30];

ListPlotOutliers[pnts, HampelIdentifierParameters, 
  PlotRange -> All, Filling -> Axis, PlotRange -> All, 
  PlotTheme -> "Detailed", PlotLegends -> {"Data", "Outliers"}, ImageSize -> Large]

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References

[AA1] Anton Antonov, "Outlier detection in a list of numbers", (2013), MathematicaForPrediction at WordPress.

[RP1] Ronald K. Pearson, "Mining Imperfect Data: Dealing with Contamination and Incomplete Records", 2005, SIAM.