ctv-AnomalyDetection
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Density estimation trees
MLPack for R is now on CRAN (https://cran.r-project.org/web/packages/mlpack/index.html) and contains an implementation of "density estimation trees" (paper: https://dl.acm.org/doi/abs/10.1145/2020408.2020507).
Thank you very much @david-cortes for this suggestion. Does it have functions mainly focusing on anomaly detection problem? I checked the det
function as you have suggested here. The main focus of this function is on density estimation with Density Estimation Trees. We can use that idea to find anomalous points (the values with the lowest densities). I am wondering whether this package contains any specific functions with anomaly detection capabilities.
Once again thank you very much for your support.
No, mlpack
a general machine learning framework which contains a number of algorithms for e.g. regression, classification, clustering and others, among which it has the density estimation trees from that paper.