Online Unsupervised Outlier Detection Using Finite Mixtures with Discounting Learning Algorithms

Addressing the problem of outlier detection from the viewpoint of statistical learning theory. This method is proposed by Yamanishi, K., Takeuchi, J., Williams, G. et al. (2004) . It learns the probabilistic model (using a finite mixture model) through an on-line unsupervised process. After each datum is input, a score will be given with a high one indicating a high possibility of being a statistical outlier.


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0.1.0 by Lizhen Nie, 2 years ago

Browse source code at

Authors: Lizhen Nie <[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

Imports mvtnorm, rootSolve

Suggests testthat

See at CRAN