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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.

Version:1.0.1
Depends:R (≥ 3.5.0)
Imports:FNN,ranger, graphics, stats,missRanger (≥ 2.1.0)
Suggests:knitr,rmarkdown,testthat (≥ 3.0.0)
Published:2023-05-21
DOI:10.32614/CRAN.package.outForest
Author:Michael Mayer [aut, cre]
Maintainer:Michael Mayer <mayermichael79 at gmail.com>
BugReports:https://github.com/mayer79/outForest/issues
License:GPL-2 |GPL-3 [expanded from: GPL (≥ 2)]
URL:https://github.com/mayer79/outForest
NeedsCompilation:no
Materials:README,NEWS
In views:AnomalyDetection
CRAN checks:outForest results

Documentation:

Reference manual:outForest.html ,outForest.pdf
Vignettes:Using 'outForest' (source,R code)

Downloads:

Package source: outForest_1.0.1.tar.gz
Windows binaries: r-devel:outForest_1.0.1.zip, r-release:outForest_1.0.1.zip, r-oldrel:outForest_1.0.1.zip
macOS binaries: r-release (arm64):outForest_1.0.1.tgz, r-oldrel (arm64):outForest_1.0.1.tgz, r-release (x86_64):outForest_1.0.1.tgz, r-oldrel (x86_64):outForest_1.0.1.tgz
Old sources: outForest archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=outForestto link to this page.


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