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fdaoutlier

Outlier Detection Tools for Functional Data Analysis

Codecov test coverage Lifecycle: experimental CRAN status CRAN downloads Licence

`fdaoutlier` is a collection of outlier detection

tools for functional data analysis. Methods implemented include directional outlyingness, MS-plot, total variation depth, and sequential transformations among others.

Installation

You can install the current version of fdaoutliers from CRAN with:

install.packages("fdaoutlier")

or the latest the development version from GitHub with:

devtools::install_github("otsegun/fdaoutlier")

Example

Generate some functional data with magnitude outliers:

library(fdaoutlier)
simdata <- simulation_model1(plot = T, seed = 1)

dim(simdata$data)
#> [1] 100  50

Next apply the msplot of Dai & Genton (2018)

ms <- msplot(simdata$data)

ms$outliers
#> [1]  4  7 17 26 29 55 62 66 76
simdata$true_outliers
#> [1]  4  7 17 55 66

Methods Implemented

  1. MS-Plot (Dai & Genton, 2018)
  2. TVDMSS (Huang & Sun, 2019)
  3. Extremal depth (Narisetty & Nair, 2016)
  4. Extreme rank length depth (Myllymäki et al., 2017; Dai et al., 2020)
  5. Directional quantile (Myllymäki et al., 2017; Dai et al., 2020)
  6. Fast band depth and modified band depth (Sun et al., 2012)
  7. Directional Outlyingness (Dai & Genton, 2019)
  8. Sequential transformation (Dai et al., 2020)

Bugs and Feature Requests

Kindly open an issue using Github issues.