medoutlier(x,sigthr​esh,pad)

iteratively removes outliers in a vector using median absolute deviation

%------------[idx,vals,filt] = medoutlier(x,sigthresh,pad)----------------
% iterative outlier detection using median-absoulte deviation (MAD)
% via the equation:
% scores = abs(x - median(x)) / mad(x)
%
% scores higher than a set threshold will be removed
%
% >>> INPUTS >>>
% Required:
% x = data vector
% Optional:
% sigthresh = threshold to remove outliers (default = 3)
% pad = will pad output vector with nans for each removed data point to
% preserve the length (if output vector "filt" is called)
%
% <<< OUTPUTS <<<
% idx = index of outliers
% vals = values of the outliers
% filt = new vector with outliers removed (optionally padded with nans)
%
% By JMS, 1/15/2016
%-------------------------------------------------------------------------