Calculate the Local Outlier Factor (LOF) score for each data point using a kd-tree to speed up kNN search.
a data matrix or a dist object.
number of nearest neighbors used in defining the local neighborhood of a point (includes the point itself).
further arguments are passed on to
LOF compares the local readability density (lrd) of an point to the lrd of its neighbors. A LOF score of approximately 1 indicates that the lrd around the point is comparable to the lrd of its neighbors and that the point is not an outlier. Points that have a substantially lower lrd than their neighbors are considered outliers and produce scores significantly larger than 1.
If a data matrix is specified, then Euclidean distances and fast nearest neighbor search using a kd-tree is used.
Note on duplicate points: If there are more than
duplicates of a point in the data, then LOF the local readability distance
will be 0 resulting in an undefined LOF score of 0/0. We set LOF in this
case to 1 since there is already enough density from the points in the same
location to make them not outliers. The original paper by Breunig et al
(2000) assumes that the points are real duplicates and suggests to remove
the duplicates before computing LOF. If duplicate points are removed first,
then this LOF implementation in dbscan behaves like the one described
by Breunig et al.
A numeric vector of length
ncol(x) containing LOF values for
all data points.
Breunig, M., Kriegel, H., Ng, R., and Sander, J. (2000). LOF: identifying density-based local outliers. In ACM Int. Conf. on Management of Data, pages 93-104. doi: 10.1145/335191.335388
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set.seed(665544) n <- 100 x <- cbind( x=runif(10, 0, 5) + rnorm(n, sd = 0.4), y=runif(10, 0, 5) + rnorm(n, sd = 0.4) ) ### calculate LOF score with a neighborhood of 3 points lof <- lof(x, minPts = 3) ### distribution of outlier factors summary(lof) hist(lof, breaks = 10, main = "LOF (minPts = 3)") ### plot sorted lof. Looks like outliers start arounf a LOF of 2. plot(sort(lof), type = "l", main = "LOF (minPts = 3)", xlab = "Points sorted by LOF", ylab = "LOF") ### point size is proportional to LOF and mark points with a LOF > 2 plot(x, pch = ".", main = "LOF (minPts = 3)", asp =1) points(x, cex = (lof-1)*2, pch = 1, col = "red") text(x[lof>2,], labels = round(lof, 1)[lof>2], pos = 3)
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