anomaly: Detecting Anomalies in Data

Description Usage Arguments Value See Also

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 signature 'capa.class'
collective_anomalies(object, merged = FALSE)

## S4 method for signature 'capa.uv.class'
collective_anomalies(object)

## S4 method for signature 'capa.mv.class'
collective_anomalies(object)

`object`	An S4 class produced by `capa`, `capa.uv` and `capa.mv`.
`merged`	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"`.