HDoutliers {HDoutliers} | R Documentation |
Leland Wilkinson's hdoutliers Algorithm for Outlier Detection
Description
Detects outliers based on a probability model.
Usage
HDoutliers(data, maxrows=10000, radius=NULL, alpha=0.05, transform=TRUE)
Arguments
data |
A vector, matrix, or data frame consisting of numeric and/or categorical variables. |
maxrows |
If the number of observations is greater than |
radius |
Threshold for determining membership in the exemplars's lists
(used only when the number of observations is greater than |
alpha |
Threshold for determining the cutoff for outliers.
Observations are considered outliers
outliers if they fall in the |
transform |
A logical variable indicating whether or not the data needs to be
transformed to conform to Wilkinson's specifications before outlier
detection. The default is to transform the data using function
|
Details
Wilkinson replaces categorical variables with the leading component from
correspondence analysis, and maps the data to the unit square. This is
done as a preprocessing step if transform = TRUE
(the default).
If the number of observations exceeds maxrows
,
the data is first partitioned into lists associated with exemplars
and their members within radius
of each exemplar,
to reduce the number of nearest-neighbor computations required for
outlier detection.
An exponential distribution is then fitted to the upper tail of the
nearest-neighbor distances between exemplars.
Observations are considered
outliers if they fall in the tail of the fitted CDF.
Value
The indexes of the observations determined to be outliers.
References
Wilkinson, L. (2016). Visualizing Outliers.
See Also
getHDmembers
,
getHDoutliers
,
dataTrans
Examples
data(dots)
out.W <- HDoutliers(dots$W)
## Not run:
plotHDoutliers(dots$W,out.W)
## End(Not run)
data(ex2D)
out.ex2D <- HDoutliers(ex2D)
## Not run:
plotHDoutliers(ex2D,out.ex2D)
## End(Not run)
## Not run:
n <- 100000 # number of observations
set.seed(3)
x <- matrix(rnorm(2*n),n,2)
nout <- 10 # number of outliers
x[sample(1:n,size=nout),] <- 10*runif(2*nout,min=-1,max=1)
out.x <- HDoutliers(x)
## End(Not run)