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Outlier detection library consolidation

Peter Lünenschloß requested to merge outlierDetectionLibraryConsolidation into develop

For the workshop i would like to have a basic and good-to-generalize, one dimensional outlier detection in place. This is the simple flagging of a variables Z-Score.

  • In Addition with customization arguments for the central-moment function and the scaling function, it is added as flagZScore to the outlier detection library.

  • It is the algorithm, of which flagMAD is a special case, so i made flagMAD wrap around it. (Thats why flagging the MAD normalized scores is usually called modified Z score - but i guess renamings cause to much a backwards compatibilty huzzle right now)

I added a useful feature that adds a condition for the residuals (controlled by thresh_residual parameter) and mitigates the overflagging, flagMAD and flagZscore suffer from, when using small windows.

Edited by Peter Lünenschloß

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