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().
mdancho84
commented
5 years ago
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
anomalize::gesd() uses
Whatever the pros and cons of this modification, the result is NOT the GESD method, and is NOT the same as @raunakms's gesd().