r-stray 0.1.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=stray
Licenses: GPL 2
Synopsis: Anomaly Detection in High Dimensional and Temporal Data
Description:
This is a modification of HDoutliers package. The HDoutliers algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level, under certain circumstances. This package implements the algorithm proposed in Talagala, Hyndman and Smith-Miles (2019) <arXiv:1908.04000>
for detecting anomalies in high-dimensional data that addresses these limitations of HDoutliers algorithm. We define an anomaly as an observation that deviates markedly from the majority with a large distance gap. An approach based on extreme value theory is used for the anomalous threshold calculation.
Total results: 1