anomalize (version 0.1.1)

anomalize_methods: Methods that power anomalize()

Description

Methods that power anomalize()

Usage

iqr(x, alpha = 0.05, max_anoms = 0.2, verbose = FALSE)
gesd(x, alpha = 0.05, max_anoms = 0.2, verbose = FALSE)

Arguments

x

A vector of numeric data.

alpha

Controls the width of the "normal" range. Lower values are more conservative while higher values are less prone to incorrectly classifying "normal" observations.

max_anoms

The maximum percent of anomalies permitted to be identified.

verbose

A boolean. If TRUE, will return a list containing useful information about the anomalies. If FALSE, just returns a vector of "Yes" / "No" values.

Value

Returns character vector or list depending on the value of verbose.

References

• The IQR method is used in forecast::tsoutliers()

• The GESD method is used in Twitter's AnomalyDetection package and is also available as a function in @raunakms's GESD method

See Also

anomalize()

Examples

# NOT RUN {
set.seed(100)
x <- rnorm(100)
idx_outliers <- sample(100, size = 5)
x[idx_outliers] <- x[idx_outliers] + 10

iqr(x, alpha = 0.05, max_anoms = 0.2)
iqr(x, alpha = 0.05, max_anoms = 0.2, verbose = TRUE)

gesd(x, alpha = 0.05, max_anoms = 0.2)
gesd(x, alpha = 0.05, max_anoms = 0.2, verbose = TRUE)


# }