outForest (0.1.0)

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Multivariate Outlier Detection and Replacement.

https://github.com/mayer79/outForest
http://cran.r-project.org/web/packages/outForest

Provides a random forest based implementation of the method described in Chapter 7.1.2 (Regression model based anomaly detection) of Chandola et al. (2009) . It works as follows: Each numeric variable is regressed onto all other variables by a random forest. If the scaled absolute difference between observed value and out-of-bag prediction of the corresponding random forest is suspiciously large, then a value is considered an outlier. The package offers different options to replace such outliers, e.g. by realistic values found via predictive mean matching. Once the method is trained on a reference data, it can be applied to new data.

Maintainer: Michael Mayer
Author(s): Michael Mayer [aut, cre]

License: GPL (>= 2)

Uses: FNN, missRanger, ranger, dplyr, knitr

Released 13 days ago.


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