Hi
Removal outliers is quite tricky business and especially automatic removal of
outliers. I have in some cases different approach.
If I know that some series is stationary and there are some dropouts in
measurement (somebody disconnected it, process stopped for whatever reasons) I
take large enough sequence, compute median (which shall be close to most of the
points, set some arbitrary value for threshold and remove measurements which
are behind this threshold. I then check my choice by visual inspection of plot.
So in your case
myts <- data.frame(x=c(1,2,50,40,30,40,100,1,50,1,2,3,3,5,4),y=NA)
selec <- abs(myts$x-median(myts$x))>15
myts$y[selec] <- myts$x[selec]
myts$x[selec] <- NA
> myts
x y
1 1 NA
2 2 NA
3 NA 50
4 NA 40
5 NA 30
6 NA 40
7 NA 100
8 1 NA
9 NA 50
10 1 NA
11 2 NA
12 3 NA
13 3 NA
14 5 NA
15 4 NA
So you either reconsider your outlier definition or you has to stick with
Jeff's solution.
Cheers
Petr
> -----Original Message-----
> From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of
> jeff6868
> Sent: Monday, March 02, 2015 3:13 PM
> To: r-help@r-project.org
> Subject: Re: [R] How to speed up a double loop?
>
> Hi Petr,
>
> Thanks for your reply,
>
> Actually it's not what I'm looking for. The aim is not simply to remove
> each value > 15.
>
> In my loop, I consider the first numeric value of my column as
> "correct".
> Then, I want to test the second value. If the absolute difference with
> the previous correct one is <15, it's a new correct one, but if it's
> >15, then it's a wrong one.
> If it's a wrong one, it has to test the third one to check if it's
> still >15 from the last correct value (first one).
> The value becomes correct again when the difference with the last
> correct one goes under 15 (and so, this value is the new "correct" one,
> and so one for the rest of the column).
>
> My loop is already doing the trick, but I just want to speed it up (or
> maybe another faster way to do the job).
> Hope it's more understandable right now!
>
>
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/How-to-
> speed-up-a-double-loop-tp4704054p4704061.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
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