compositions (version 1.40-2)

outliersInCompositions: Analysing outliers in compositions.

Description

The Philosophy behind outlier treatment in library(compositions).

Details

Outliers are omnipresent in all kinds of data analysis. To avoid catastrophic misinterpreations robust statistics has developed some methods to avoid the distracting influence of the outliers. The introduction of robust methods into the compositions package is described in robustnessInCompositions.

However sometimes we are interested directly in the analysis of outliers. The central philosophy of the the outlier classification subsystem in compositions is that outlier are in most cases not simply erroneous observations, but rather products of some systematic anomality. This can e.g. be an error in an individual component, a secondary process or a minor undetected but different subpopulation. The package provides various concepts to investigate possible reasons for outliers in compositional datasets.

• Proven Outliers The package relies on an additive--lognormal reference distribution in the simplex (and the correponding normal distribution in each other scale). The central tool for the detection of outliers is the Mahalanobis distance of the observation from a robustly estimated center based on a robustly estimated covariance. The robust estimation can be influenced by the given robust attributes. An outlier is considered as proven if its Mahalanobis distance is larger that the (1-alpha) quantile of the distribution of the maximum Mahalanobis distance of a dataset of the same size with a corresponding (additive)(log)normal distribution. This relies heavily on the presumption that the robust estimation is invariant under linear transformation, but make no assumptions about the actually used robust estimation method. The corresponding distributions are thus only defined with respect to a specific implementation of the robust estimation algorithm. See OutlierClassifier1(...,type="outlier"), outlierplot(...,type=c("scatter","biplot"),class.type="outlier"), qMaxMahalanobis(...).

• Extrem Values / Possible outliers Some cases of the dataset might have unusually high Mahalanobis distances, e.g. such that we would expect the probility of a random case to have such a value or higher might be below alpha. In Literature these cases are often rendered as outliers, because this level is approximated by the correponding chisq-based criterion proposed. However we consider these only as extrem values, but however provide tools to detect and plot them. See OutlierClassifier1(...,type="grade"), outlierplot(...,type=c("scatter","biplot"),class.type="grade"), qEmpiricalMahalanobis(...)

• Single Component Outliers Some Outliers can be explained by a single component, e.g. because this single measurement error was wrong. These sort of outliers is detected when we reduce the dataset to a subcomposition with one component less and realise that our former outlier is now a fairly normal member of the dataset, maybe not even extrem. Thus a outlier is considered as as single component outlier, when it does not appear extrem in any of the subcompositions with one component less. For other outliers we can prove that they are still extrem for all subcomposition with one component removed. Thus these have to be as multicomponent outliers, that can not be explained by a single measurment error. For remaining single component outliers, we can ask which component is able to explain the outlying character. See OutlierClassifier1(...,type=c("best","type","all")).

• Counting hidden outliers If outliers are not outlying far enough to be detected by the test for outlyingness are only at first sight harmless. One outlier is within the reasonable bounds of what a normal distribution could have delivered should not harm the analysis and might not even detectable in any way. However if there is more than one they could akt together to disrupt our analysis and more interestingly there might be some joint reason, which than might make them an interesting object of investigation in themselfs. Thus the package provides methods (e.g. outlierplot(...,type="portions")), to prove the existence of such outliers, to give a lower bound for there number and to provide us with suspects, with an associated outlyingness probability. See outlierplot(...,type="portions"), outlierplot(...,type="nout"), pQuantileMahalanobis(...)

• Finding atypical subpopulations When we assume smaller subpopulation we need a tool finding these clusters. However usual cluster analysis tends to ignore the subgroups, split the main mass and then associate the subgroups prematurely to the next part of the main mass. For this task we have developed special tools to find clusters of atypical populations clearly inducing secondary modes, without ripping apart the central nonoutlying mass. See ClusterFinder1.

• Identifying multiple distracting processes Outliers that are not due to a seperate subpopulation or due to a single component error, might still belong together for beeing influenced by the same secondary process distorting the composition to a different degrees. Out proposal is to cluster the direction of the outliers from the center, e.g. by a command like: take<-OutlierClassifier1(data,type="grade")!="ok" hc<-hclust(dist(normalize(acomp(scale(data)[take,]))),method="compact") and to plot by a command like: plot(hc) and plot(acomp(data[take,]),col=cutree(hc,1.5))

With these tools we hope to provide a systematic approach to identify various types of outliers in a exploratory analysis.

References

K. Gerald van den Boogaart, Raimon Tolosana-Delgado, Matevz-Bren (2009) Robustness, classification and visualization of outliers in compositional data, in prep.

See Also

compositions-package, missingsInCompositions, robustnessInCompositions, outliersInCompositions, outlierplot, OutlierClassifier1, ClusterFinder1

Examples

# NOT RUN {
# To slow
tmp<-set.seed(1400)
A <- matrix(c(0.1,0.2,0.3,0.1),nrow=2)
Mvar <- 0.1*ilrvar2clr(A%*%t(A))
Mcenter <- acomp(c(1,2,1))
typicalData <- rnorm.acomp(100,Mcenter,Mvar) # main population
colnames(typicalData)<-c("A","B","C")
data1 <- acomp(rnorm.acomp(100,Mcenter,Mvar))
data2 <- acomp(rbind(typicalData+rbinom(100,1,p=0.1)*rnorm(100)*acomp(c(4,1,1))))
data3 <- acomp(rbind(typicalData,acomp(c(0.5,1.5,2))))
colnames(data3)<-colnames(typicalData)
tmp<-set.seed(30)
rcauchy.acomp <- function (n, mean, var){
    D <- gsi.getD(mean)-1
    perturbe(ilrInv(matrix(rnorm(n*D)/rep(rnorm(n),D), ncol = D) %*% chol(clrvar2ilr(var))), mean)
}
data4 <- acomp(rcauchy.acomp(100,acomp(c(1,2,1)),Mvar/4))
colnames(data4)<-colnames(typicalData)
data5 <- acomp(rbind(unclass(typicalData)+outer(rbinom(100,1,p=0.1)*runif(100),c(0.1,1,2))))
data6 <- acomp(rbind(typicalData,rnorm.acomp(20,acomp(c(4,4,1)),Mvar)))
datas <- list(data1=data1,data2=data2,data3=data3,data4=data4,data5=data5,data6=data6)
tmp <-c()
opar<-par(mfrow=c(2,3),pch=19,mar=c(3,2,2,1))  
tmp<-mapply(function(x,y) {
outlierplot(x,type="scatter",class.type="grade");
  title(y)
},datas,names(datas))


par(mfrow=c(2,3),pch=19,mar=c(3,2,2,1))  
tmp<-mapply(function(x,y) {
  myCls2 <- OutlierClassifier1(x,alpha=0.05,type="all",corrected=TRUE)
  outlierplot(x,type="scatter",classifier=OutlierClassifier1,class.type="best",
  Legend=legend(1,1,levels(myCls),xjust=1,col=colcode,pch=pchcode),
  pch=as.numeric(myCls2));
  legend(0,1,legend=levels(myCls2),pch=1:length(levels(myCls2)))
  title(y)
},datas,names(datas))

par(mfrow=c(2,3),pch=19,mar=c(3,2,2,1))  
for( i in 1:length(datas) ) 
  outlierplot(datas[[i]],type="ecdf",main=names(datas)[i])
par(mfrow=c(2,3),pch=19,mar=c(3,2,2,1))  
for( i in 1:length(datas) ) 
  outlierplot(datas[[i]],type="portion",main=names(datas)[i])
par(mfrow=c(2,3),pch=19,mar=c(3,2,2,1))  
for( i in 1:length(datas) ) 
  outlierplot(datas[[i]],type="nout",main=names(datas)[i])
par(opar)

moreData <- acomp(rbind(data3,data5,data6))
take<-OutlierClassifier1(moreData,type="grade")!="ok"
hc<-hclust(dist(normalize(acomp(scale(moreData)[take,]))),method="complete")
plot(hc)
plot(acomp(moreData[take,]),col=cutree(hc,1.5))
# }