title: Outlier detection in small sets
body: <p>Is there a good algorithm for detecting outliers in small sets of decimal numbers? The best idea I have come up with so far is a kind of recursive standard deviation based approach, but it seems a bit computationally expensive. </p>
  
  <p>I'm using c++, so any existing functionality in say Boost or other maths helper libraries is welcome in your answers. </p>
  
  <p>Thanks. </p>