esd#
- swordfish.function.esd()#
Conduct anomaly detection with the Extreme Studentized Deviate test (ESD).
- Parameters:
data (Constant) – A numeric vector.
hybrid (Constant, optional) – A Boolean value indicating whether to use median and median absolute deviation to replace mean and standard deviation. The results are more robust if hybrid=true. The default value is false.
maxAnomalies (Constant, optional) –
A positive integer or a floating-point number between 0 and 0.5. The default value is 0.1.
If maxAnomalies is a positive integer, it must be smaller than the size of data. It indicates the upper bound of the number of anomalies.
If maxAnomalies is a floating-point number between 0 and 0.5, the upper bound of the number of anomalies is int(size(data) * maxAnomalies).
alpha (Constant, optional) – A positive number indicating the significance level of the statistical test. A larger alpha means a higher likelihood of detecting anomalies.
- Returns:
A table with 2 columns where column index records the subscript of anomalies in data and column anoms are the anomaly values.
- Return type: