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Created April 23, 2022 13:35
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This collection of Excel lambda functions provides functionality to quickly apply the standard deviation test on a series of transformations to a continuous variable
/*
OUTLIERS
These lambda functions allow us to quickly apply the standard deviation test to a series of transformed variables
Included in this file:
OUTLIER.THRESHOLDS - for calculating outlier thresholds using a standard deviation test
inputs:
- data, a single column array of a continuous variable
- std_devs, the number of standard deviations from the mean of data you want to return as thresholds
returns:
a single row, two-column array containing the lower and upper thresholds below or above which we might consider the value in data to be an outlier
OUTLIER.TEST - for comparing a variable with outlier thresholds and returning flagged outliers
inputs:
- data - a single column array of a continuous variable, usually transformed via sqrt, ln, log or similar
- std_devs - the number of standard deviations from the mean of data you want to return as thresholds, to be passed into OUTLIER.THRESHOLDS
- [prefix] - a column header prefix to prepend to each column of the output array
returns:
A three column array with the ROWS(data) rows and one header row.
- column 1 contains the transformed data passed into data
- column 2 contains TRUE if the row is outside of the calculated thresholds, FALSE otherwise
- column 3 contains either Low or High for rows where column 2 is TRUE
OUTLIER.TESTS - for applying OUTLIER.TEST on multiple transformations at once
inputs:
- data - the single column array of continuous data before applying any transformations
- std_devs - the number of standard deviations from the mean of data you want to return as thresholds, to be passed into OUTLIER.TEST and subsequently to OUTLIER.THRESHOLDS
- [transforms] - a list of transforms to use in OUTLIER.TEST. The default and allowed values are {"sqrt","ln","log10"}
returns:
An array with ROWS(data)+1 rows and 1+COLUMNS(transforms)*3 columns, where the first column is the original data and each subsequent group of three columns represents the result of OUTLIER.TEST when called with each of the transformations provided to [transforms]
For more details:
https://www.flexyourdata.com/blog/excel-lambda-outlier-test-transform-test-and-flag-a-variable-for-outliers-in-excel-with-one-function/
*/
OUTLIER.THRESHOLDS =LAMBDA(data,std_devs,
LET(
_data,FILTER(data,NOT(ISERROR(data))),
_std_devs,std_devs,
_mean,AVERAGE(_data),
_std_dev,STDEV.S(_data),
_lower,_mean-_std_devs*_std_dev,
_upper,_mean+_std_devs*_std_dev,
CHOOSE({1,2},_lower,_upper)
)
);
OUTLIER.TEST=LAMBDA(data,std_devs,[prefix],
LET(
_prefix,IF(ISOMITTED(prefix),"test",prefix),
_thresholds,OUTLIER.THRESHOLDS(data,std_devs),
_is_outlier,IFERROR(((data<INDEX(_thresholds,1,1))+(data>INDEX(_thresholds,1,2)))>0,FALSE),
_outlier_type,IFS(
data<INDEX(_thresholds,1,1),"Low",
data>INDEX(_thresholds,1,2),"High",
TRUE,""
),
_header,_prefix & {"_data","_is_outlier","_outlier_type"},
_array,
MAKEARRAY(
ROWS(data)+1,
3,
LAMBDA(r,c,
IF(
r=1,INDEX(_header,1,c),
CHOOSE(
c,
INDEX(data,r-1,1),
INDEX(_is_outlier,r-1,1),
INDEX(_outlier_type,r-1,1)
)
)
)
),
_array
)
);
OUTLIER.TESTS =LAMBDA(data,std_devs,[transforms],
LET(
_data,SORT(data),
_std_devs,std_devs,
_available,{"sqrt","ln","log10"},
_transforms,LET(
t,IF(ISOMITTED(transforms),_available,transforms),
FILTER(t,(t="sqrt")+(t="ln")+(t="log10"))
),
_do,IFERROR(XMATCH(_available,_transforms)>0,FALSE),
_transformed,CHOOSE({1,2,3},SQRT(_data),LN(_data),LOG(_data,10)),
_do_transformed,FILTER(_transformed,_do),
_test,LAMBDA(x,y,z,LAMBDA(OUTLIER.TEST(x,y,z))),
_tests,MAKEARRAY(
1,
COLUMNS(_do_transformed),
LAMBDA(r,c,
_test(INDEX(_do_transformed,,c),_std_devs,INDEX(_transforms,1,c))
)
),
_cols,1+COLUMNS(_tests)*3,
_hdata,MAKEARRAY(ROWS(_data)+1,1,LAMBDA(r,c,IF(r=1,"original_data",INDEX(_data,r-1,1)))),
_t1,INDEX(_tests,1,1)(),
_t2,INDEX(_tests,1,2)(),
_t3,INDEX(_tests,1,3)(),
_array,
CHOOSE(
SEQUENCE(1,_cols),
_hdata,
INDEX(_t1,,1),
INDEX(_t1,,2),
INDEX(_t1,,3),
INDEX(_t2,,1),
INDEX(_t2,,2),
INDEX(_t2,,3),
INDEX(_t3,,1),
INDEX(_t3,,2),
INDEX(_t3,,3)
),
_array
)
);
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