depth_Outliers: Identify anomalous coefficients using depth

In cshannum/unequalgroupoutlier: Anomaly Detection in Unequal Length Functional Data (Title Case)

Description

Identify anomalous coefficients using depth

Usage

depth_Outliers(coeff, d.method = "L2", c.method = "depth", alpha = 0.05,
  B = 1000)

Arguments

coeff	A dataframe of coefficients of interest. The first column is ID identifier. The rest of the columns are for the parameter to be estimate. Each row is the estimated parameters fore each curve.
d.method	A character string determining the depth function to use: "LP", "Projection", "Mahalanobis", or "Euclidean". It is suggested to not use "Tukey" due to singularity in coefficient matrix. For details see depth
c.method	A character string determining the method to estimate the cutoff value. This can be "depth" or "alpha".
alpha	A value determining the percentage of rows to remove from coeff. alpha should be between (0, 1) with a suggested value of 0.05. Do not need to identify if c.method = "depth".
B	A value determining how many bootstrap datasets should be made to estimate the cutoff value with a suggested rate of 1000.

Details

The function uses a bootstrap method to estimate a cutoff depth value. Depths below this cutoff depth value are flagged as anomalous.

The "alpha" c.method removes the alpha percent least deep coefficients. The rest of the coefficients are bootstrapped and new depths are computed for each new bootstrapped set. The 1 1

The "depth" c.method bootstraps the coefficients with probability related to the original depth values. New depths are computed for each new bootstrapped set. The 1 percent empirical percentile of the depths is saved. The cuttoff value is the median of these 1 percent empirical percentile of the depths.

Value

A list with $outliers is a tibble containing the ID, outlier identification, depth value. True identifies outliers. $Cb is the cutoff value

References

\insertRef

febrero2008unequalgroupoutlier

See Also

depth, bootstrap_C.alpha, and bootstrap_C.depth

cshannum/unequalgroupoutlier documentation built on May 13, 2019, 11:10 a.m.