Package: outForest 1.0.1

outForest: Multivariate Outlier Detection and Replacement

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) <doi:10.1145/1541880.1541882>. 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.

Authors:Michael Mayer [aut, cre]

outForest_1.0.1.tar.gz
outForest_1.0.1.zip(r-4.5)outForest_1.0.1.zip(r-4.4)outForest_1.0.1.zip(r-4.3)
outForest_1.0.1.tgz(r-4.4-any)outForest_1.0.1.tgz(r-4.3-any)
outForest_1.0.1.tar.gz(r-4.5-noble)outForest_1.0.1.tar.gz(r-4.4-noble)
outForest_1.0.1.tgz(r-4.4-emscripten)outForest_1.0.1.tgz(r-4.3-emscripten)
outForest.pdf |outForest.html
outForest/json (API)
NEWS

# Install 'outForest' in R:
install.packages('outForest', repos = c('https://mayer79.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/mayer79/outforest/issues

On CRAN:

machine-learningoutlieroutlier-analysisoutlier-detectionrandom-forest

5 exports 13 stars 1.97 score 7 dependencies 1 mentions 15 scripts 229 downloads

Last updated 2 months agofrom:90daee4840. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 28 2024
R-4.5-winOKAug 28 2024
R-4.5-linuxOKAug 28 2024
R-4.4-winOKAug 28 2024
R-4.4-macOKAug 28 2024
R-4.3-winOKAug 28 2024
R-4.3-macOKAug 28 2024

Exports:DatagenerateOutliersis.outForestoutForestoutliers

Dependencies:FNNlatticeMatrixmissRangerrangerRcppRcppEigen

Using 'outForest'

Rendered fromoutForest.Rmdusingknitr::rmarkdownon Aug 28 2024.

Last update: 2023-05-21
Started: 2021-04-11

Readme and manuals

Help Manual

Help pageTopics
Extracts DataData Data.default Data.outForest
Adds OutliersgenerateOutliers
Type Checkis.outForest
Multivariate Outlier Detection and ReplacementoutForest
Extracts Outliersoutliers outliers.default outliers.outForest
Plots outForestplot.outForest
Out-of-Sample Applicationpredict.outForest
Prints outForestprint.outForest
Summarizes outForestsummary.outForest