https://github.com/otsegun/fdaoutlier
Outlier Detection Tools for Functional Data Analysis
https://github.com/otsegun/fdaoutlier
outlier-detection
Last synced: 3 months ago
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Outlier Detection Tools for Functional Data Analysis
- Host: GitHub
- URL: https://github.com/otsegun/fdaoutlier
- Owner: otsegun
- License: gpl-3.0
- Created: 2019-11-20T21:08:39.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2023-10-11T12:12:14.000Z (over 2 years ago)
- Last Synced: 2025-10-22T03:54:03.995Z (3 months ago)
- Topics: outlier-detection
- Language: R
- Homepage:
- Size: 1.69 MB
- Stars: 5
- Watchers: 3
- Forks: 2
- Open Issues: 1
-
Metadata Files:
- Readme: README.Rmd
- Changelog: NEWS.md
- License: LICENSE.md
Awesome Lists containing this project
README
---
output: github_document
---
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# fdaoutlier
Outlier Detection Tools for Functional Data Analysis
[](https://app.codecov.io/gh/otsegun/fdaoutlier?branch=master&token=0c40801f-206f-4bb4-9b3b-5f493a3130c9)
[](https://lifecycle.r-lib.org/articles/stages.html)
[](https://CRAN.R-project.org/package=fdaoutlier)
[](https://cran.r-project.org/package=fdaoutlier)
[](https://www.gnu.org/licenses/gpl-3.0.en.html)
`fdaoutlier` is a collection of outlier detection tools for functional data analysis. Methods implemented include directional outlyingness, MS-plot, total variation depth, and sequential transformations among others.
## Installation
You can install the current version of fdaoutliers from CRAN with:
```{r echo = T, eval = F}
install.packages("fdaoutlier")
```
or the latest the development version from [GitHub](https://github.com/) with:
```{r echo = T, eval = F}
devtools::install_github("otsegun/fdaoutlier")
```
## Example
Generate some functional data with magnitude outliers:
```{r, fig.align='center', fig.width = 10, fig.height=8}
library(fdaoutlier)
simdata <- simulation_model1(plot = T, seed = 1)
dim(simdata$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).