acc_multivariate_outlier {dataquieR} R Documentation

## Function to calculate and plot Mahalanobis distances

### Description

A standard tool to detect multivariate outliers is the Mahalanobis distance. This approach is very helpful for the interpretation of the plausibility of a measurement given the value of another. In this approach the Mahalanobis distance is used as a univariate measure itself. We apply the same rules for the identification of outliers as in univariate outliers:

• the classical approach from Tukey: 1.5 * IQR from the 1st (Q_{25}) or 3rd (Q_{75}) quartile.

• the 6* σ approach, i.e. any measurement of the Mahalanobis distance not in the interval of \bar{x} \pm 3*σ is considered an outlier.

• the approach from Hubert for skewed distributions which is embedded in the R package robustbase

• a completely heuristic approach named σ-gap.

For further details, please see the vignette for univariate outlier.

### Usage

acc_multivariate_outlier(
resp_vars,
id_vars = NULL,
label_col,
n_rules = 4,
study_data,
meta_data
)


### Arguments

 resp_vars variable list len=1-2. the name of the continuous measurement variable id_vars variable optional, an ID variable of the study data. If not specified row numbers are used. label_col variable attribute the name of the column in the metadata with labels of variables n_rules numeric from=1 to=4. the no. of rules that must be violated to classify as outlier study_data data.frame the data frame that contains the measurements meta_data data.frame the data frame that contains metadata attributes of study data

### Value

a list with:

• SummaryTable: data.frame underlying the plot

• SummaryPlot: ggplot2 outlier plot

• FlaggedStudyData data.frame contains the original data frame with the additional columns tukey, sixsigma, hubert, and sigmagap. Every observation is coded 0 if no outlier was detected in the respective column and 1 if an outlier was detected. This can be used to exclude observations with outliers.

### ALGORITHM OF THIS IMPLEMENTATION:

• Implementation is restricted to variables of type float

• Remove missing codes from the study data (if defined in the metadata)

• The covariance matrix is estimated for all resp_vars

• The Mahalanobis distance of each observation is calculated MD^2_i = (x_i - μ)^T Σ^{-1} (x_i - μ)

• The four rules mentioned above are applied on this distance for each observation in the study data

• An output data frame is generated that flags each outlier

• A parallel coordinate plot indicates respective outliers