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Farness Estimation

Source: R/farness.r
farness.Rd

Estimate farness from a distance vector in order to identify outlier observations.

Usage

farness(dist, cutoff_value = NULL)

Arguments

dist

Vector of distances of each observation.

cutoff_value

Optional cutoff value between 0 and 1 to flag outliers. If provided, the function returns both the farness probabilities and the cutoff distance value in the original distance scale.

Value

Farness of each observation. Values between 0 and 1. If cutoff_value is provided, a list with the farness probabilities and the cutoff distance value in the original distance scale is returned.

References

J. Raymaekers and P.J. Rousseeuw (2021). Transforming variables to central normality. Machine Learning. doi:10.1007/s10994-021-05960-5

Based on the cellWise package: Raymaekers J, Rousseeuw P (2023). cellWise: Analyzing Data with Cellwise Outliers. R package version 2.5.3, https://CRAN.R-project.org/package=cellWise.

Examples

data(creditcard)
credit_card_int <- creditcard$intData

# Compute squared Interval-Mahalanobis distance
z <- rep(1, nrow(credit_card_int))
credit_card_dist<-IMah_dist(credit_card_int,z)

credit_card_farness <- farness(credit_card_dist, 0.9)