business-science / anomalize

Tidy anomaly detection

Home Page:https://business-science.github.io/anomalize/

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gesd() does not implement the GESD test

ksvanhorn opened this issue · comments

The documentation for anomalize::gesd() states that it implements the GESD method, and references @raunakms's gesd() function. But whereas the GESD method and @raunakms's gesd() function compute the test statistic R_i as

|x_i - mean(x)| / sd(x)

anomalize::gesd() uses

|x_i - median(x)| / mad(x)

Whatever the pros and cons of this modification, the result is NOT the GESD method, and is NOT the same as @raunakms's gesd().

Same issue as #34