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Anomaly Detection in High Dimensional and Temporal Data

This is a modification of 'HDoutliers' package. The 'HDoutliers' algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level, under certain circumstances. This package implements the algorithm proposed in Talagala, Hyndman and Smith-Miles (2019) <arXiv:1908.04000> for detecting anomalies in high-dimensional data that addresses these limitations of 'HDoutliers' algorithm. We define an anomaly as an observation that deviates markedly from the majority with a large distance gap. An approach based on extreme value theory is used for the anomalous threshold calculation.

Versions across snapshots

VersionRepositoryFileSize
0.1.1 rolling linux/jammy R-4.5 stray_0.1.1.tar.gz 408.1 KiB
0.1.1 rolling linux/noble R-4.5 stray_0.1.1.tar.gz 407.8 KiB
0.1.1 rolling source/ R- stray_0.1.1.tar.gz 369.2 KiB
0.1.1 latest linux/jammy R-4.5 stray_0.1.1.tar.gz 408.1 KiB
0.1.1 latest linux/noble R-4.5 stray_0.1.1.tar.gz 407.8 KiB
0.1.1 latest source/ R- stray_0.1.1.tar.gz 369.2 KiB
0.1.1 2026-04-26 source/ R- stray_0.1.1.tar.gz 369.2 KiB
0.1.1 2026-04-23 source/ R- stray_0.1.1.tar.gz 369.2 KiB
0.1.1 2026-04-09 windows/windows R-4.5 stray_0.1.1.zip 413.8 KiB
0.1.1 2025-04-20 source/ R- stray_0.1.1.tar.gz 369.2 KiB

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Imports