• Outlier Removal

    Question: Outliers are values that vary abnormally from the rest of the values in a pool of values. When performing data analysis, it is sometimes useful to exclude outliers. One method of removing outliers is removing any value that has a z-score greater than 3 or less than -3. Create a function 'ro' that removes outliers from the given vector using the aforementioned technique.

    More Information:

    https://en.wikipedia.org/wiki/Standard_score

    Example

                                    
                                q)volume:300 400,100?100j
q)count volume
102
q)count ro[volume]
100

    Solution

    Tags:
    functions statistics
    Searchable Tags
    algorithms api architecture asynchronous c csv data structures dictionaries disk feedhandler finance functions ingestion ipc iterators machine learning math multithreading optimizations realtime shared library sql statistics streaming strings tables temporal utility websockets