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.
- Version1.0.1
- R version≥ 3.5.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release05/21/2023
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Michael Mayer
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