weird (version 2.1.0)

stray_scores: Stray scores

Description

Compute stray scores indicating how anomalous each observation is.

Usage

stray_scores(y, ...)

Value

Numerical vector containing stray scores.

Arguments

y

A vector, matrix, or data frame consisting of numerical variables.

...

Other arguments are passed to find_HDoutliers.

Author

Rob J Hyndman

References

Talagala, P D, Hyndman, R J, and Smith-Miles, K (2021) Anomaly detection in high-dimensional data, Journal of Computational and Graphical Statistics, 30(2), 360-374.

Examples

# Univariate data
y <- c(6, rnorm(49))
scores <- stray_scores(y)
threshold <- stray::find_threshold(scores, alpha = 0.01, outtail = "max", p = 0.5, tn = 50)
which(scores > threshold)