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robustcov 0.0.1 documentation
robustcov 0.0.1 documentation

User guide

  • Installation
  • Quickstart
  • Estimator guide
  • Use-case gallery
    • Finance and risk
      • Finance-style heavy-tail covariance
      • Portfolio covariance stress comparison
    • Fraud, security, and network anomalies
      • Fraud-style tabular anomaly screening
      • Network-traffic anomaly simulation
    • Sensors, industrial monitoring, and quality control
      • Sensor anomaly detection
      • Predictive-maintenance monitoring
      • Quality-control monitoring
    • Biomedical, image, and embedding data
      • Biomedical / signal-window anomaly detection
      • Image-feature one-class anomaly detection
      • Text / embedding outlier screening
    • Real ML datasets
      • Breast-cancer screening as anomaly ranking
      • Digits one-class anomaly detection
      • Wine class screening
      • Multimodal anomaly detection
    • Robust ML preprocessing
      • Robust preprocessing before classification
    • Finance-style heavy-tail covariance
    • Portfolio covariance stress comparison
    • Fraud-style tabular anomaly screening
    • Network-traffic anomaly simulation
    • Sensor anomaly detection
    • Predictive-maintenance monitoring
    • Quality-control monitoring
    • Biomedical / signal-window anomaly detection
    • Image-feature one-class anomaly detection
    • Text / embedding outlier screening
    • Breast-cancer screening as anomaly ranking
    • Digits one-class anomaly detection
    • Wine class screening
    • Robust preprocessing before classification
    • Multimodal anomaly detection
  • Benchmark gallery
    • Small-sample heavy-tail benchmark
    • Speed comparison
    • OpenMP scaling benchmark
    • Anomaly detection baselines
    • Hard contamination scenarios
  • Algorithms
  • Diagnostics
  • Optional OpenMP acceleration
  • FAQ

Reference and evidence

  • API reference
  • API stability
  • Robust statistics background
  • External and Kaggle gallery
    • Credit-card fraud result
    • Predictive maintenance
    • IEEE-CIS fraud
    • Medical screening
    • Finance market-stress anomaly detection
    • Rolling-window finance anomaly detection
  • References

Extended material

  • Notebooks
  • Kaggle and external dataset roadmap
  • Kaggle and external examples
  • External demo workflow
  • Project readiness notes
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Use-case gallery¶

The use-case gallery is organized by problem theme. This is usually the best way to enter the documentation: choose the topic that looks like your application, then open a card with plots, captured output, and interpretation.

Start here¶

If you are new to the package, start with one of these three examples:

Fraud robust-distance profile

Fraud and security

Suspicious tabular records, network traffic anomalies, and robust distance ranking.

Finance covariance heatmap

Finance and risk

Heavy-tailed covariance, portfolio stress, and market-risk style examples.

Real ML baseline comparison

Real ML datasets

Breast cancer, digits, and wine examples with sklearn baseline comparisons.

Browse by topic¶

Finance
risk

Finance and risk

Portfolio covariance, stress monitoring, and heavy-tailed returns.

Fraud
security

Fraud, security, and networks

Fraud-like screening and network-flow anomaly examples.

Sensors
quality

Sensors and quality control

Sensor anomaly, predictive maintenance, and process monitoring.

Signals
embeddings

Biomedical, image, and embedding data

Feature-vector anomaly detection for signals, images, and embeddings.

Real ML
datasets

Real ML datasets

Reproducible built-in datasets with baseline metrics and plots.

ML
preprocess

Robust ML preprocessing

Use robust distances before downstream classification.

Which topic should I open?¶

Topic guide¶

Problem you have

Open this topic

Good first estimator

Fraud, suspicious transactions, unusual records

Fraud, security, and networks

FastMCD or AutoRobustAnomalyDetector

Portfolio, returns, covariance, stress periods

Finance and risk

RegularizedCauchy

Sensors, process drift, industrial faults

Sensors and quality control

FastMCD or RegularizedCauchy

Signal/image/embedding feature vectors

Biomedical, image, and embedding data

AutoRobustScatter or RegularizedCauchy

Reproducible ML benchmark examples

Real ML datasets

RobustOutlierDetector with baseline comparison

Clean training data before a classifier

Robust ML preprocessing

robust-distance filtering

Run the gallery¶

python examples/run_use_case_gallery.py

Run every gallery script:

python examples/run_use_case_gallery.py --all

Regenerate documentation assets¶

The gallery pages embed captured outputs and plots. Refresh them after changing examples:

python docs/generate_gallery_assets.py
sphinx-build -b html docs docs/_build/html

Topic pages¶

  • Finance and risk
    • How to use this topic
    • Detailed pages
  • Fraud, security, and network anomalies
    • How to use this topic
    • Detailed pages
  • Sensors, industrial monitoring, and quality control
    • How to use this topic
    • Detailed pages
  • Biomedical, image, and embedding data
    • How to use this topic
    • Detailed pages
  • Real ML datasets
    • How to use this topic
    • Detailed pages
  • Robust ML preprocessing
    • How to use this topic
    • Detailed pages

All detailed pages¶

  • Finance-style heavy-tail covariance
  • Portfolio covariance stress comparison
  • Fraud-style tabular anomaly screening
  • Network-traffic anomaly simulation
  • Sensor anomaly detection
  • Predictive-maintenance monitoring
  • Quality-control monitoring
  • Biomedical / signal-window anomaly detection
  • Image-feature one-class anomaly detection
  • Text / embedding outlier screening
  • Breast-cancer screening as anomaly ranking
  • Digits one-class anomaly detection
  • Wine class screening
  • Robust preprocessing before classification
  • Multimodal anomaly detection
Next
Finance and risk
Previous
Estimator guide
Copyright ©
Made with Sphinx and @pradyunsg's Furo
On this page
  • Use-case gallery
    • Start here
    • Browse by topic
    • Which topic should I open?
    • Run the gallery
    • Regenerate documentation assets
    • Topic pages
    • All detailed pages