Depths. The functional depths associated with elements in X, sorted
in increasing order.
Indexes. The corresponding indexes associated with the
vector Depths.
Arguments
X
A list of MTS (numerical matrices).
levels
The set of probability levels to compute the QCD-estimates.
alpha
The desired rate of outliers to detect (a real number
between 0 and 1).
Author
Ángel López-Oriona, José A. Vilar
Details
This function performs outlier detection according to the procedure proposed
by lopez2021outlier;textualmlmts. Specifically, each MTS in the original set is described by means of
a multivariate functional datum by using an estimate of its quantile cross- spectral
density. Given the corresponding set of multivariate
functional data, the functional depth of each object is computed. Based on
depth computations, the outlying elements are the objects with low values
for the depths.
outliers <- outlier_detection(SyntheticData2$data[c(1 : 3, 65)])
outliers$Indexes[1] # The first outlying MTS in dataset SyntheticData2outliers$Depths[1] # The corresponding value for the depths