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https://github.com/otsegun/fdaoutlier

Outlier Detection Tools for Functional Data Analysis
https://github.com/otsegun/fdaoutlier

outlier-detection

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Outlier Detection Tools for Functional Data Analysis

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README

          

---
output: github_document
---

```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# fdaoutlier
Outlier Detection Tools for Functional Data Analysis

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`fdaoutlier` is a collection of outlier detection tools for functional data analysis. Methods implemented include directional outlyingness, MS-plot, total variation depth, and sequential transformations among others.

## Installation
You can install the current version of fdaoutliers from CRAN with:

```{r echo = T, eval = F}
install.packages("fdaoutlier")
```

or the latest the development version from [GitHub](https://github.com/) with:

```{r echo = T, eval = F}
devtools::install_github("otsegun/fdaoutlier")
```

## Example
Generate some functional data with magnitude outliers:

```{r, fig.align='center', fig.width = 10, fig.height=8}
library(fdaoutlier)
simdata <- simulation_model1(plot = T, seed = 1)
dim(simdata$data)
```

Next apply the msplot of Dai & Genton (2018)

```{r, fig.align='center', fig.width = 10, fig.height=8}
ms <- msplot(simdata$data)
ms$outliers
simdata$true_outliers
```

## Methods Implemented
1. MS-Plot (Dai & Genton, 2018)
2. TVDMSS (Huang & Sun, 2019)
3. Extremal depth (Narisetty & Nair, 2016)
4. Extreme rank length depth (Myllymäki et al., 2017; Dai et al., 2020)
5. Directional quantile (Myllymäki et al., 2017; Dai et al., 2020)
6. Fast band depth and modified band depth (Sun et al., 2012)
7. Directional Outlyingness (Dai & Genton, 2019)
8. Sequential transformation (Dai et al., 2020)

## Bugs and Feature Requests
Kindly open an issue using [Github issues](https://github.com/otsegun/fdaoutlier/issues).