library(daltoolbox)
# Load multivariate example data
data(examples_harbinger)
# Use a multidimensional time series
dataset <- examples_harbinger$multidimensional
head(dataset)
# Configure PCA-based anomaly detector
model <- hmu_pca()
# Fit the model (example uses first two columns)
model <- fit(model, dataset[,1:2])
# Run detection
detection <- detect(model, dataset[,1:2])
# Show detected anomalies
print(detection[(detection$event),])
# Evaluate detections
evaluation <- evaluate(model, detection$event, dataset$event)
print(evaluation$confMatrix)
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