Creates a data frame containing collective anomaly locations, lags and changes in mean and variance as detected by
capa.uv
, capa.mv
, and capa
.
For an object produced by capa.uv
, collective_anomalies
returns a data frame with columns containing the start and end position of the anomaly, the change in mean
due to the anomaly. When type="meanvar"
, the change in variance due to the anomaly is also returned in an additional column.
For an object produced by capa.mv
, collective_anomalies
returns a data frame with columns containing the start and end position of the anomaly, the variates
affected by the anomaly, as well as their the start and end lags. When type="mean"
only the change in mean is reported. When type="meanvar"
both the change in mean and
change in variance are included. If merged=FALSE
(the default), then all the collective anomalies are processed individually even if they are common across multiple variates.
If merged=TRUE
, then the collective anomalies are grouped together across all variates that they appear in.
For an object produced by capa
, collective_anomalies
returns the same results as capa.uv
when the data is univariate, or the same results as
capa.mv
when the data is multivariate.
# S4 method for capa.class
collective_anomalies(object, merged = FALSE)# S4 method for capa.uv.class
collective_anomalies(object)
# S4 method for capa.mv.class
collective_anomalies(object)
Boolean value. If merged=TRUE
then collective anomalies that are common across multiple variates are merged together. This is useful when comparing the relative strength
of multivariate collective anomalies. Default value is merged=FALSE
. Note - merged=TRUE
is currently only available when type="mean"
.
A data frame.