We'll go through the slides for chapter 10 from the book:

chap10_anomaly_detection(1).pdf

We'll also look at the microsoft research paper introducing one-class svm:

tr-99-87.pdf

We'll go through sample code using the r-packages mvoutlier and extremevalue:

for mvoutlier

mvoutlier-r-Documentation.pdf

MVoutliers.pdf

Filzmoser.pdf

for extremevalue:

extremevalues.pdf

Here's the R-code we ran in class:

extremeValues.R

mvOutlier.R

convexhull.R

EMlite.R

oneClassSVM.R