find_threshold: Find Outlier Threshold

In stray: Anomaly Detection in High Dimensional and Temporal Data

Description

Find Outlier Threshold

Usage

find_threshold(outlier_score, alpha, outtail = c("max", "min"), p, tn)

Arguments

outlier_score	A vector of outlier scores. Can be a named vector or a vector with no names.
alpha	Threshold for determining the cutoff for outliers. Observations are considered outliers if they fall in the (1- alpha) tail of the distribution of the nearest-neighbor distances between exemplars.
outtail	Direction of the outlier tail.
p	Proportion of possible candidates for outliers. This defines the starting point for the bottom up searching algorithm.
tn	Sample size to calculate an empirical threshold

Value

The indexes (or names, if the input is named vactor) of the observations determined to be outliers.

stray documentation built on July 2, 2020, 4:03 a.m.