How can I replace outliers with 2 standard deviation from the mean

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AN NING 2021-2-6

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https://ww2.mathworks.cn/matlabcentral/answers/737822-how-can-i-replace-outliers-with-2-standard-deviation-from-the-mean

编辑： dpb 2021-2-8

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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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dpb 2021-2-6

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https://ww2.mathworks.cn/matlabcentral/answers/737822-how-can-i-replace-outliers-with-2-standard-deviation-from-the-mean#answer_616367

编辑：dpb 2021-2-8

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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.

The matrix A represent different variables by column, so I need to replace the outliers in each column variable with the 2 standard deviation of the mean in that columb variable. How can I solve this problem then?

dpb 2021-2-8

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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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