Package 'RMSDp'

Title: Refined Modified Stahel-Donoho (MSD) Estimators for Outlier Detection (Parallel Version)
Description: A parallel function for multivariate outlier detection named modified Stahel-Donoho estimators is contained in this package. The function RMSDp() is for elliptically distributed datasets and recognizes outliers based on Mahalanobis distance. This function is for higher dimensional datasets that cannot be handled by a single core function RMSD() included in 'RMSD' package. See Wada and Tsubaki (2013) <doi:10.1109/CLOUDCOM-ASIA.2013.86> for the detail of the algorithm.
Authors: Kazumi Wada [aut, cre]
Maintainer: Kazumi Wada <[email protected]>
License: GPL (>= 3)
Version: 0.1.1
Built: 2025-03-08 04:00:39 UTC
Source: https://github.com/kazwd2008/rmsdp

Help Index

Modified Stahel-Donoho Estimators (parallel version)

Description

This function is for multivariate outlier detection. version 0.0.1 2013/06/15 Related paper: DOI: 10.1109/CLOUDCOM-ASIA.2013.86 version 0.0.2 2021/11/15 Outlier detection step added version 0.0.3 2022/08/12 Bug fixed about Random seed setting

Usage

RMSDp(inp, cores = 0, nb = 0, sd = 0, pt = 0.999, dv = 10000)

Arguments

inp

input data (a numeric matrix)
cores

number of cores used for this function
nb

number of basis
sd

seed (for reproducibility)
pt

threshold for outlier detection (probability)
dv

maximum number of elements processed together on the same core

Value

a list of the following information

  • u final mean vector

  • V final covariance matrix

  • wt final weights

  • mah squared squared Mahalanobis distances

  • cf threshold to detect outlier (percentile point)

  • ot outlier flag (1:normal observation, 2:outlier)

Wine dataset in UCI Machine Learning Repository

Description

A subset of data from the World Health Organization Global Tuberculosis Report ...

Usage

wine

Format

## 'wine' A data frame with 178 rows and 13 columns:

Alcohol

Alcohol

Malic acid

Malic acid

Ash

Ash

Alcalinity of ash

Alcalinity of ash

Magnesium

Magnesium

Total phenols

Total phenols

Flavonoids

Flavonoids

Nonflavanoid phenols

Nonflavanoid phenols

Proanthocyanins

Proanthocyanins

Color intensity

Color intensity

Hue

Hue

OD280/OD315 of diluted wines

OD280/OD315 of diluted wines

Proline

Proline

Source

<https://archive.ics.uci.edu/dataset/109/wine>