Procedures in R to compute the standard skewness measure, Hotelling’s measure, and Galton’s measure are available from the companion website for Exploring Data.  The medcouple is not discussed in the book, but it is available in the R add-on package robustbase, which also includes a procedure to construct the adjusted boxplot described next.  There, rather than using 1.5 interquartile distances to set both upper and lower outlier limits as in the standard boxplot rule, the adjbox procedure in the robustbase package makes this distance depend on the medcouple value computed from the data.  Specifically, both outlier detection limits have the same general form, but different specific parameters: in both cases, the nominal distance of 1.5 IQD’s is multiplied by a scale factor computed from the medcouple value.  For lower outliers, this scale factor is exp(-3.5 Mc), while for upper outliers, this scale factor is exp(+4Mc).  A detailed discussion of this outlier detection rule and the rationale behind it is presented both in the paper, “An Adjusted Boxplot for Skewed Distributions,” by Ellen Vanderviere and Mia Huber, published in the proceedings of the 2004 COMPSTAT symposium, and from the technical report cited in the R documentation for the adjbox procedure.

The above figure compares two sets of boxplots for the UScereal dataset discussed last time, from the MASS package in R.  Specifically, both boxplots summarize the reported potassium content for breakfast cereals from 6 different manufacturers, each identified by a one-letter designation.  Both boxplots are generated using the log = “y” and varwidth options to obtain boxplots whose width is proportional to the square root of the number of records in each subsample.  The difference in these two sets of boxplots is that the one on the left uses the standard outlier identification algorithm, which is the default for the boxplot command in base R, while the boxplot series on the right uses the modified outlier detection rule just described, based on the medcouple skewness measure and available via the adjbox command in the robustbase add-on package.  The points declared outliers for each boxplot are shown as solid circles for emphasis (simply specify “pch = 16” in either boxplot command), and these points illustrate the difference between the two boxplot results.  Specifically, the left-hand group of boxplots only show upward outliers, one for manufacturer G (General Mills) and two for manufacturer K (Kellogs), while the right-hand boxplots only show downward outliers, three for General Mills, one for Kellogs, and one for Quaker Oats (manufacturer Q).  The question remains which of these conclusions is more reasonable, and this question will be revisited in subsequent posts using two additional boxplot extensions: violin plots and bean plots, both of which incorporate nonparametric density estimates to give a more detailed picture of the data.  For now, it is enough to note three things: first, an alternative to the standard boxplot is available that provides distinct detection rules for upper and lower outliers; second, that this alternative approach often finds different outliers than the standard boxplot rule does; and third, there is evidence to suggest that this modified boxplot does indeed perform better in the face of significant distributional asymmetry.  For a more detailed discussion of this point, refer to the technical report cited above.

Finally, it is worth emphasizing that the robustbase package contains a lot more than just the adjbox procedure discussed here, including multivariable outlier detection procedures like adjOutlyingness, robust multivariate location and scale estimation procedures like covMcd, and robust fitting procedures like lmrob and glmrob for linear models and generalized linear models (specifically, a robust logistic regression procedure for binomial data, and a robust Poisson regression procedure for count data), among others.  The biggest drawback of this package is that the documentation is incomplete, so it is important to check out the references cited there to get a clear idea of what some of these procedures do and how they do it.  That said, it is important to emphasize two points.  First, if R were a commercially supported software package, this level of documentation would be inexcusable, but R is not a commercial product: it is the freely-available end result of the loosely coordinated efforts of a very large group of unpaid volunteers.  The second point is that, despite the limitations of the documentation, the robustbase package provides implementations of procedures that could, in principle, be built on the basis of their published descriptions by anyone who wanted to.  The experience of doing that would be educational and intellectually rewarding, but it would also be a lot of work that most of us would simply never do, so we would not have any of the neat goodies that the authors have made available to us.  In the end, while I would strongly encourage them to finish the documentation, more importantly, I offer my heartfelt appreciation for their releasing the package so I can use it.